Journal of Applied Econometrics

Garratt, Anthony and Robertson, D. and Wright, Stephen (2006) Permanent vs transitory components and economic fundamentals. Journal of Applied Econometrics 21 (4), pp. 521-542. ISSN 0883-7252.

Journal of Business and Economic Statistics

Mitchell, J. and Robertson, D. and Wright, Stephen (2019) R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. Journal of Business and Economic Statistics 37 (4), pp. 681-695. ISSN 0735-0015.

Oxford Bulletin of Economics & Statistics

Alessandri, P. and Robertson, D. and Wright, Stephen (2008) Miller and Modigliani, predictive return regressions and cointegration. Oxford Bulletin of Economics & Statistics 70 (2), pp. 181-207. ISSN 0305-9049.

Review of Economics and Statistics

Wright, Stephen and Robertson, D. (2006) Dividends, total cash flow to shareholders, and predictive return regressions. Review of Economics and Statistics 88 (1), pp. 91-99. ISSN 0034-6535.