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TRR 391
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Research
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Projects
A06
Vance, C. (2025). Fixed Effects, Lagged Dependent Variables, and Bracketing: Cautionary Remarks. Political Analysis , 33, 4, 378-392. DOI: 10.1017/pan.2025.10002 . Lindenau, R., Demetrescu, M. (2025). (When) [...] methods relative to benchmark approaches. Publications Demetrescu M., Schmidt, F. , Taylor. A. M. R. (2025). Real-Time Monitoring for Stock Return Predictability in Nonstationary Volatility Environments. TRR [...] directionally? TRR 391 Working Paper #4. DOI: 10.17877/DE290R-25452 . Demetrescu, M., Hillmann, B. (2025). Gaussian inference in predictive regressions for stock returns. Journal of Financial Econometrics …