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Nelson, Charles R.
32
Kim, Chang-Jin
15
Startz, Richard
4
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3
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3
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3
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Journal of money, credit and banking : JMCB
6
Journal of empirical finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
The review of economics and statistics
3
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2
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OLC EcoSci
ECONIS (ZBW)
135
RePEc
59
USB Cologne (EcoSocSci)
3
EconStor
1
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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