A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series: Econometric Reviews: Vol 30, No 2
Out-of-sample equity premium prediction: a complete subset quantile regression approach: The European Journal of Finance: Vol 27, No 1-2
![A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library A Quantile Regression Approach to Equity Premium Prediction - Meligkotsidou - 2014 - Journal of Forecasting - Wiley Online Library](https://onlinelibrary.wiley.com/cms/asset/275cb0f2-dd9e-4315-b22b-f5e386ecc2f9/for.v33.7.cover.jpg)