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An introduction to the theory and the econometric tests of the rational expectations hypothesis of the term structure of interest rates
Tzavalis, Elias
-
1993
Persistent link: https://www.econbiz.de/10000891677
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2
The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000895299
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3
Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F.
-
1997
Persistent link: https://www.econbiz.de/10000966504
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4
Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000966506
Saved in:
5
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
6
Estimation of disequilibrium models using the MGF and the CF estimators
Hadri, Kaddour
-
1993
Persistent link: https://www.econbiz.de/10000887433
Saved in:
7
The joint moment generating function of quadratic forms in multivariate autoregressive series
Abadir, Karim Maher
;
Larsson, Rolf
-
1994
Persistent link: https://www.econbiz.de/10000895297
Saved in:
8
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168159
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9
The bias of the 2SLS variance estimator
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1998
Persistent link: https://www.econbiz.de/10000168173
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10
Bias nonmonotonicity in stochastic difference equations
Abadir, Karim Maher
;
Hadri, Kaddour
-
1995
Persistent link: https://www.econbiz.de/10000939685
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