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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Nelson, Charles R.
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Kim, Chang-jin
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
27
NBER Working Paper
23
NBER working paper series
16
Discussion Papers in Economics at the University of Washington
14
Working Papers / Department of Economics, University of Washington
14
Journal of international economics
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Technical working paper / National Bureau of Economic Research
11
Working paper / National Bureau of Economic Research, Inc
10
Journal of money, credit and banking : JMCB
9
Journal of monetary economics
7
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
7
American journal of agricultural economics
6
International journal of finance & economics : IJFE
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Journal of international money and finance
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International economic review
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Journal of International Economics
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Oxford bulletin of economics and statistics
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Journal of Money, Credit and Banking
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NBER technical working paper series
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International Journal of Finance & Economics
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Journal of International Money and Finance
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Journal of Monetary Economics
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Oxford Bulletin of Economics and Statistics
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The review of black political economy
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The review of economic studies
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The review of economics and statistics
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Working Papers / Ohio State University, Department of Economics
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Working paper
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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The structural break in the equity premium
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 181-191
Persistent link: https://www.econbiz.de/10002781656
Saved in:
2
The less-volatile US economy : a Bayesian investigation of timing, breadth, and potential explanations
Kim, Chang-jin
;
Nelson, Charles R.
;
Piger, Jeremy Max
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10001891451
Saved in:
3
Markov regime switching and unit-root tests
Nelson, Charles R.
;
Piger, Jeremy Max
;
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 404-415
Persistent link: https://www.econbiz.de/10001646353
Saved in:
4
The time-varying-parameter model for modeling changing conditional variance : the case of the Lucas hypothesis
Kim, Chang-jin
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
4
,
pp. 433-440
Persistent link: https://www.econbiz.de/10001074853
Saved in:
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