References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1994Comparing Predictive Accuracy5,495 cited
• 1989Business conditions and expected returns on stocks and bonds3,934 cited
• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
• 1997Testing the equality of prediction mean squared errors2,103 cited
• 1984Stock Prices and Social Dynamics1,615 cited
• 1999Predictive regressions1,614 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 2000Investing for the Long Run when Returns Are Predictable1,372 cited
• 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
• 1999Consumption and Portfolio Decisions when Expected Returns are Time Varying1,035 cited
• 1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
• 1998Tests for Forecast Encompassing786 cited