Erik Hjalmarsson

Books by Erik Hjalmarsson

Total count: 11

• New methods for inference in long-run predictive regressions

  Federal Reserve Board2006-01-01
• Estimation of average local-to-unity roots in heterogenous panels

  Federal Reserve Board2006-01-01
• Predictive regressions with panel data

  Federal Reserve Board2006-01-01
• Should we expect significant out-of-sample results when predicting stock returns?

  Federal Reserve Board2006-01-01
• Fully modified estimation with nearly integrated regressors

  Federal Reserve Board2006-01-01
• Efficiency in housing marketsdo home buyers know how to discount?

  Federal Reserve Board2006-01-01
• Testing for Cointegration Using the Johansen Methodology When Variables Are Near-Integrated

  International Monetary Fund2007-01-01
• A residual-based cointegration test for near unit root variables

  Federal Reserve Board2007-01-01
• The Stambaugh bias in panel predictive regressions

  Federal Reserve Board2007-01-01
• Predicting global stock returns

  Federal Reserve Board2008-01-01
• Interpreting long-horizon estimates in predictive regressions

  Federal Reserve Board2008-01-01