Reference health

Long-horizon regressions: theoretical results and applications

https://doi.org/10.1016/s0304-405x(03)00065-5
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5 of 33 checkable references need attention · checked 2026-08-04

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.2307/2328917
does not resolve to a known work10.1093/rfs/5.3.357
does not resolve to a known work10.2307/2328916
does not resolve to a known work10.2307/2291151
does not resolve to a known work10.2307/1391432
The 28 checked references that resolve
resolves10.1111/0022-1082.00205
Investing for the Long Run when Returns Are Predictable
resolves10.1016/S0165-1889(97)00031-6
Strategic asset allocation
resolves10.1016/S0927-5398(01)00037-8
Why long horizons? A study of power against persistent alternatives
resolves10.1086/261502
Cointegration and Tests of Present Value Models
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1162/003355399556043
Consumption and Portfolio Decisions when Expected Returns are Time Varying
resolves10.1017/S0266466600009981
Inference in Models with Nearly Integrated Regressors
resolves10.3386/w7169
New Facts in Finance
resolves10.1016/0304-405X(88)90020-7
Dividend yields and expected stock returns
resolves10.1111/1540-6261.00571
Spurious Regressions in Financial Economics?
resolves10.1016/0304-4076(74)90034-7
Spurious regressions in econometrics
resolves10.1017/S0266466600013189
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes
resolves10.1086/260910
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
resolves10.1162/003465302320259439
Testing the Predictability of Stock Returns
resolves10.1016/0304-3932(92)90060-F
Is the Fisher effect for real?
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/0304-4076(86)90001-1
Understanding spurious regressions in econometrics
resolves10.1093/biomet/74.3.535
Towards a unified asymptotic theory for autoregression
resolves10.2307/2938258
Optimal Inference in Cointegrated Systems
resolves10.1016/0304-405X(89)90086-X
Drawing inferences from statistics based on multiyear asset returns
resolves10.1016/0304-3932(87)90059-6
Effects of model specification on tests for unit roots in macroeconomic data
resolves10.1086/296513
Indexes of U.S. Stock Prices from 1802 to 1987
resolves10.1016/0304-3932(92)90014-S
The real rate of interest from 1800–1990
resolves10.1016/S0304-405X(99)00041-0
Predictive regressions
resolves10.1016/0304-3932(91)90034-L
Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
resolves10.1016/S1573-4412(05)80015-7
Chapter 46 Unit roots, structural breaks and trends
resolves10.1016/0304-4076(89)90035-3
Interpreting the evidence on money-income causality
resolves10.1016/S1573-4412(05)80016-9
Chapter 47 Vector autoregressions and cointegration
The 10 references without a DOI — listed, not checked
no DOI — not checkedStock returns and inflation: a long-horizon perspective
no DOI — not checked10.1016/S0304-405X(03)00065-5_BIB8
no DOI — not checkedLong-run neutrality and superneutrality in an ARIMA framework
no DOI — not checkedLiu, J., 1999. Portfolio selection in stochastic environments. Unpublished working paper, University of California, Los Angeles.
no DOI — not checkedWhat does the term structure of interest rates tell us about future inflation?
no DOI — not checkedStambaugh, R., 1986. Bias in regressions with lagged stochastic regressors. Unpublished working paper, University of Chicago.
no DOI — not checkedTorous, W., Valkanov, R., 2002. Boundaries of predictability: noisy predictive regressions. Unpublished working paper, University of California, Los Angeles.
no DOI — not checkedTorous, W., Valkanov, R., Yan, S., 2002. On predicting stock returns with nearly integrated explanatory variables. Journal of Business, forthcoming.
no DOI — not checkedValkanov, R., 1998. The term structure with highly persistent interest rates. Unpublished working paper, University of California, Los Angeles.
no DOI — not checkedViceira, L., 1997. Testing for structural change in the predictability of asset returns. Unpublished working paper, Harvard University.
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-04 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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