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Spurious trend and cycle in the state space decomposition of a time series with a unit root
Nelson, Charles R.
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1987
Persistent link: https://www.econbiz.de/10000762599
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The time-varying-parameter model as an alternative to ARCH for modeling changing conditional variance : the case of Lucas hypothesis
Nelson, Charles R.
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1988
Persistent link: https://www.econbiz.de/10013452064
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The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
Nelson, Charles R.
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1988
Persistent link: https://www.econbiz.de/10013452065
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Some further results on the exact small sample properties of the instrumental variable estimator
Nelson, Charles R.
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1988
Persistent link: https://www.econbiz.de/10013452068
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