57
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Predicting the equity premium with dividend ratios: a matter of balance

Pages 145-147 | Published online: 20 Aug 2006

References

References

  • Breitung , J . 2002 . Nonparametric tests for unit roots and cointegration . Journal of Econometrics , 108 : 343 – 64 .
  • Goyal , A and Welch , I . 2003 . Predicting the equity premium with dividend ratios . Management Science , 49 ( 5 ) : 639 – 54 .
  • Granger , CWJ and Hallman , J . 1991 . The algebra of I(1) processes . Journal of Time Series Analysis , 12 : 207 – 24 .
  • Kwiatkowsi , D , Phillips , P , Schmidt , P and Shin , Y . 1992 . Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root? . Journal of Econometrics , 54 : 159 – 78 .
  • Lee J Strazicich MC 2003 Minimum LM unit root test with two structural breaks Review of Economics and Statistics forthcoming
  • Leybourne , S and McCabe , P . 1994 . A consistent test for a unit root . Journal of Business and Economic Statistics , 12 : 157 – 66 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.