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Theorie
Theory
65
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51
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50
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39
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39
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32
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30
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66
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Nelson, Charles R.
42
Startz, Richard
34
Dornbusch, Rudiger
7
Fischer, Stanley
7
Kim, Chang-jin
7
Zivot, Eric
6
Lundberg, Shelly
4
Tsang, Kwok Ping
4
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4
Ma, Jun
3
Piger, Jeremy Max
3
Siegel, Andrew F.
3
Basistha, Arabinda
2
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2
Kim, Myung-jig
2
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1
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1
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1
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1
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1
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1
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1
Morley, James C.
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1
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4
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4
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
65
EconStor
2
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1
A Markov model of heteroskedasticity, risk, and learning in the stock market
Turner, Christopher M.
;
Startz, Richard
;
Nelson, Charles R.
-
1989
Persistent link: https://www.econbiz.de/10000760001
Saved in:
2
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
Saved in:
3
The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
Nelson, Charles R.
Persistent link: https://www.econbiz.de/10001274009
Saved in:
4
A Markov model of heteroskedasticity, risk, and learning in the stock market
Turner, Christopher M.
- In:
Journal of financial economics
25
(
1989
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001086147
Saved in:
5
Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric
- In:
International economic review
39
(
1998
)
4
,
pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
Saved in:
6
Some further results on the exact small sample properties of the instrumental variable estimator
Nelson, Charles R.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
4
,
pp. 967-976
Persistent link: https://www.econbiz.de/10001091330
Saved in:
7
Mean reversion in stock price? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
Kyŏngje-yŏn'gu
11
(
1990
)
1
,
pp. 261-293
Persistent link: https://www.econbiz.de/10001095430
Saved in:
8
Spurious trend and cycle in the state space decomposition of a time series with a unit root
Nelson, Charles R.
-
1987
Persistent link: https://www.econbiz.de/10000762599
Saved in:
9
A reappraisal of recent tests of the permanent income hypothesis
Nelson, Charles R.
-
1985
Persistent link: https://www.econbiz.de/10000686628
Saved in:
10
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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