Reference health
Predictive regressions
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34/34 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
16 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.
The 34 checked references that resolve
resolves10.1016/S0304-405X(97)00007-X
On biases in tests of the expectations hypothesis of the term structure of interest rates
resolves10.1017/S0266466600008720
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
resolves10.1093/biomet/57.1.97
Monte Carlo sampling methods using Markov chains and their applications
resolves10.1016/S0304-405X(97)00002-0
Book-to-market, dividend yield, and expected market returns: A time-series analysis
resolves10.1016/0304-4076(88)90012-7
The exact moments of the least-squares estimator for the autoregressive model corrections and extensions
resolves10.1017/S0020268100012270
Some observations on inverse probability including a new indifference rule
resolves10.1002/jae.3950060402
To criticize the critics: An objective bayesian analysis of stochastic trends
resolves10.1016/0304-4076(78)90025-8
The exact moments of the least squares estimator for the autoregressive model
resolves10.2307/2534355
Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
resolves10.1111/j.2517-6161.1963.tb00512.x
On Formulae for Confidence Points Based on Integrals of Weighted Likelihoods
The 16 references without a DOI — listed, not checked
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB50
no DOI — not checkedBauer, G.H., 1998. Currency hedging over short and long horizons with time-varying expected returns. Working Paper. University of Rochester, Rochester, NY.
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB30
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB45
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB33
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB18
no DOI — not checkedThe information in long-maturity forward rates
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB49
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB41
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB31
no DOI — not checkedOn the predictability of stock returns
no DOI — not checkedKendall, M., Sir, Stuart, A., 1977. The Advanced Theory of Statistics, Vol. 1. Macmillan, New York.
no DOI — not checkedExchange rates and fundamentals
no DOI — not checkedDividend yields are equity risk premiums
no DOI — not checkedStambaugh, R.F., 1986. Bias in regressions with lagged stochastic regressors. Working Paper. University of Chicago, Chicago, IL.
no DOI — not checked10.1016/S0304-405X(99)00041-0_BIB32
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or importance of the work itself, and nothing about references deposited without a DOI.
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