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Expectations and the structure of share prices

, and . A National Bureau of Economic Research monograph Univ. of Chicago Press, Chicago, Ill., (1982)

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Quasi-Aitken estimation for heteroskedasticity of unknown form. Journal of Econometrics, 54 (1-3): 179--201 (00 1992)Inferring the rank of a matrix, and . Journal of Econometrics, 76 (1-2): 223--250 (00 1997)Expectations and the structure of share prices, and . A National Bureau of Economic Research monograph Univ. of Chicago Press, Chicago, Ill., (1982)