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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
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Implicit estimates of natural, trend, and cyclical components of real GNP
Nelson, Charles R. - 1987
Persistent link: https://www.econbiz.de/10000724699
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A reappraisal of recent tests of the permanent income hypothesis
Nelson, Charles R. - 1985
Persistent link: https://www.econbiz.de/10000686628
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Predictable stock returns : reality or statistical illusion?
Nelson, Charles R.; Kim, Myung-jig - 1990
Persistent link: https://www.econbiz.de/10000788661
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Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig; Nelson, Charles R.; Startz, Richard - 1988
Persistent link: https://www.econbiz.de/10000759184
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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
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Parsimoneous modeling of yield curves for U.S. Treasury bills
Nelson, Charles R.; Siegel, Andrew F. - 1985
Persistent link: https://www.econbiz.de/10000685332
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Long-term behavior of yield curves
Siegel, Andrew F.; Nelson, Charles R. - 1986
Persistent link: https://www.econbiz.de/10000694583
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Markov regime-switching and unit root tests
Nelson, Charles R.; Piger, Jeremy Max; Zivot, Eric - 2000
Persistent link: https://www.econbiz.de/10001522145
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Business cycle detrending of macroeconomic data via a latent business cycle index
Dueker, Michael (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974447