Narrow search
Showing 1 - 10 of 250
Cover Image
Testing separate regression models subject to specification error
McAleer, Michael; Fisher, Gordon - In: Journal of Econometrics 19 (1982) 1, pp. 125-145
Persistent link: https://www.econbiz.de/10005239019
Cover Image
On the interpretation of the cox test in econometrics
Fisher, Gordon; McAleer, Michael - In: Economics Letters 4 (1979) 2, pp. 145-150
Persistent link: https://www.econbiz.de/10005270036
Cover Image
Interest Rates and Durability in the Linear Expenditure Family.
Fisher, Gordon; McAleer, Michael; Whistler, Diana - In: Canadian Journal of Economics 14 (1981) 2, pp. 331-41
Persistent link: https://www.econbiz.de/10005271660
Cover Image
Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function.
McAleer, Michael; Fisher, Gordon; Volker, Paul - In: The Review of Economics and Statistics 64 (1982) 4, pp. 572-83
Persistent link: https://www.econbiz.de/10005557260
Cover Image
An invariance property of generalized classical linear estimators
Fisher, Gordon; Gregory, Allan W. - In: Economics Letters 7 (1981) 2, pp. 151-157
Persistent link: https://www.econbiz.de/10005355542
Cover Image
Applications of Least Squares in Econometrics.
Fisher, Gordon - In: Canadian Journal of Economics 29 (1996) s1, pp. 548-50
Persistent link: https://www.econbiz.de/10005770143
Cover Image
Myopic loss aversion and margin of safety: the risk of value investing
Xu, Kuan; Fisher, Gordon - In: Quantitative Finance 6 (2006) 6, pp. 481-494
This paper examines the risk of value investing from the point of view of a myopic loss-averse investor holding a diversified portfolio and relying on infrequent portfolio rebalancing. This closely resembles purchasing a large portfolio, such as those created by BARRA, and following a...
Persistent link: https://www.econbiz.de/10005495802
Cover Image
An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon; Willson, Douglas; Xu, Kuan - In: Economics Letters 60 (1998) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10005270082
Cover Image
Testing First- and Second-Order Stochastic Dominance.
Xu, Kuan; Fisher, Gordon; Willson, Douglas - In: Canadian Journal of Economics 29 (1996) s1, pp. 562-64
Persistent link: https://www.econbiz.de/10005271763
Cover Image
FURTHER CALCULATIONS ON REGIONAL DIFFERENCES IN PROFITABILITY AND GROWTH1
Fisher, Gordon - In: Scottish Journal of Political Economy 11 (1964) 2, pp. 147-158
Persistent link: https://www.econbiz.de/10010565519