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- 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
- 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 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
- 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
- 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
- 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,443 cited
- 1985Stock Returns and the Term Structure2,260 cited
- 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
- 2000Investing for the Long Run when Returns Are Predictable1,372 cited
- 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
- 2011Forecasting the Equity Risk Premium: The Role of Technical Indicators1,020 cited
- 2006Asymptotics for out of sample tests of Granger causality697 cited
- 1997
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