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Encompassing tests when no model is encompassing. Journal of Econometrics, 105 (1): 287--308 (ноября 2001)A note on the power of least squares tests for a unit root. Economics Letters, 24 (3): 249--252 (1987)A note on the econometric use of constant dollar inventory series. Economics Letters, 13 (4): 337--341 (1983)The insensitivity of consumption to news about income. Journal of Monetary Economics, 21 (1): 17--33 (января 1988)Estimation of linear rational expectations models, in the presence of deterministic terms. Journal of Monetary Economics, 24 (3): 437--442 (ноября 1989)A standard monetary model and the variability of the deutschemark-dollar exchange rate. Journal of International Economics, 23 (1-2): 57--76 (августа 1987)The predictive ability of several models of exchange rate volatility, и . Journal of Econometrics, 69 (2): 367--391 (октября 1995)Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis, и . Journal of Econometrics, 135 (1-2): 155--186 (00 2006)Forecasting and empirical methods in finance and macroeconomics, и . Journal of Econometrics, 105 (1): 1--3 (ноября 2001)Full-versus limited-information estimation of a rational-expectations model: Some numerical comparisons. Journal of Econometrics, 33 (3): 367--385 (декабря 1986)