The econometric analysis of models with risk terms
- 1 April 1988
- journal article
- research article
- Published by Wiley in Journal of Applied Econometrics
- Vol. 3 (2) , 87-105
- https://doi.org/10.1002/jae.3950030202
Abstract
No abstract availableThis publication has 38 references indexed in Scilit:
- Expected stock returns and volatilityJournal of Financial Economics, 1987
- Monetary policy regime shifts and the unusual behavior of real interest ratesCarnegie-Rochester Conference Series on Public Policy, 1986
- Nonparametric Methods in SpecificationThe Economic Journal, 1986
- Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector AutoregressionEconometric Theory, 1985
- Portfolio Crowding-Out, Empirically EstimatedThe Quarterly Journal of Economics, 1985
- Portfolio Crowding-Out, Empirically EstimatedThe Quarterly Journal of Economics, 1985
- Uniform Consistency of Kernel Estimators of a Regression Function under Generalized ConditionsJournal of the American Statistical Association, 1983
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980
- PRICE UNPREDICTABILITY AND MONETARY STANDARDS: A COMMENT ON KLEIN'S MEASURE OF PRICE UNCERTAINTYEconomic Inquiry, 1978
- Rational Expectations and the Estimation of Econometric ModelsInternational Economic Review, 1975