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Implicit estimates of the natural and cyclical components of Japan's real GNP
Nelson, Charles R. - In: Monetary and economic studies 7 (1989) 2, pp. 73-91
Persistent link: https://www.econbiz.de/10009934856
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Predictable Stock Returns: The Role of Small Sample Bias
Nelson, Charles R.; Kim, Myung J. - In: The journal of finance : the journal of the American … 48 (1993) 2, pp. 641-662
Persistent link: https://www.econbiz.de/10006603692
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REVIEWS - State Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Kim, Chang-Jin; Nelson, Charles R.; Forbes, Catherine S.; … - In: The economic record : er 76 (2000) 232, pp. 105
Persistent link: https://www.econbiz.de/10005895697
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BOOK REVIEWS - State-space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Kim, Chang-Jim; Nelson, Charles R.; Bos, Charles - In: The economic journal : the journal of the Royal … 111 (2001) 475, pp. F788
Persistent link: https://www.econbiz.de/10007485156
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Valid Confidence Intervals and Inference in the Presence of Weak Instruments
Zivot, Eric; Startz, Richard; Nelson, Charles R. - In: International economic review 39 (1998) 4, pp. 1119
Persistent link: https://www.econbiz.de/10007348071
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Business Cycle Turning Points. A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model with Regime Switching
Kim, Chang-Jin; Nelson, Charles R. - In: The review of economics and statistics 80 (1998) 2, pp. 188-201
Persistent link: https://www.econbiz.de/10007356862
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A Bayesian Approach to Testing for Markov-Switching in Univariate and Dynamic Factor Models
Kim, Chang-Jin; Nelson, Charles R. - In: International economic review 42 (2001) 4, pp. 989-1014
Persistent link: https://www.econbiz.de/10006037737
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The Great Depression and Output Persistence: A Reply to Papell and Prodan
Murray, Christian Joseph; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 36 (2004) 3, pp. 429
Persistent link: https://www.econbiz.de/10006644863
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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin; Morley, James Christopher; Nelson, … - In: Journal of money, credit and banking : JMCB 36 (2004) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10006644868
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The Great Depression and Output Persistence: A Reply to Papell and Prodan
Murray, Christian Joseph; Nelson, Charles R. - In: Journal of money, credit and banking : JMCB 36 (2004) 3, pp. 429-432
Persistent link: https://www.econbiz.de/10006646618