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Testing volatility restrictions on intertemporal marginal rates of substitution implied by Euler equations and asset returns
Cecchetti, Stephen G.; Lam, Pok-sang; Mark, Nelson C. - 1992
Persistent link: https://www.econbiz.de/10000843094
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The use of predictive regressions at alternative horizons in finance and economics
Mark, Nelson C.; Sul, Donggyu - 2004
Persistent link: https://www.econbiz.de/10002188321
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Cointegration vector estimation by panel dols and long-run money demand
Mark, Nelson C.; Sul, Donggyu - 2002
Persistent link: https://www.econbiz.de/10001720461
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Dynamic seemingly unrelated cointegrating regression
Mark, Nelson C.; Ōgaki, Masao; Sul, Donggyu - 2003
Persistent link: https://www.econbiz.de/10001752925
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THE USE OF PREDIGTIVE REGRESSIONS AT ALTERNATIVE HORIZONS IN FINANCE AND ECONOMICS
Mark, Nelson C.; Sul, Donggyu - 2004
Persistent link: https://www.econbiz.de/10005925406
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DYNAMIC SEEMINGLY UNRELATED COINTEGRATING REGRESSION
Mark, Nelson C.; Ogaki, Masao; Sul, Donggyu - 2003
Persistent link: https://www.econbiz.de/10005935628
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COINTEGRATION VECTOR ESTIMATION BY PANEL DOLS AND LONG-RUN MONEY DEMAND
Mark, Nelson C.; Sul, Donggyu - 2002
Persistent link: https://www.econbiz.de/10005938424