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Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models. Journal of Econometrics, 30 (1-2): 391--413 (00 1985)Modeling the Term Structure of Interest Rates Under Nonseparable Utilityand Duriability of Goods, and . NBER Working Papers, 1415. National Bureau of Economic Research, Inc, (August 1984)A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty, , and . Quarterly Journal of Economics, 103 (1): 51-78 (February 1988)Credit risk, and . Princeton series in finance Princeton Univ. Press, Princeton, NJ u.a., (2003)Modeling the term structure of interest rates under non-separable utility and durability of goods, and . Journal of Financial Economics, 17 (1): 27--55 (September 1986)Real and nominal factors in the cyclical behavior of interest rates, output, and money. Journal of Economic Dynamics and Control, (February 1983)Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models, and . Econometrica, 50 (5): 1269-1286 (September 1982)Investor Flows and the 2008 Boom/Bust in Oil Prices.. Manag. Sci., 60 (2): 300-318 (2014)Specification Analysis of Affine Term Structure Models, and . The Journal of Finance, 55 (5): 1943--1978 (2000)Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns, and . Journal of Political Economy, 91 (2): 249-265 (April 1983)