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117
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85
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21
Inflation, financial structure, and the q theory of investment : an empirical analysis of short-run and long-run causal relations
Osterberg, William P.
- In:
Research in finance
10
(
1992
),
pp. 129-149
Persistent link: https://www.econbiz.de/10009943422
Saved in:
22
Possible solutions to the forward bias paradox
Baillie, Richard
- In:
Journal of international financial markets, …
21
(
2011
)
4
,
pp. 617-622
Persistent link: https://www.econbiz.de/10009309041
Saved in:
23
Asymptotic standard errors for moving average representation coefficients
Baillie, Richard T.
-
1982
Persistent link: https://www.econbiz.de/10001855559
Saved in:
24
Asymptotic tests on moving average representation coeficients with an application to innovations on spot and forward exchange rates
Baillie, Richard T.
- In:
Economics letters
13
(
1983
)
2/3
,
pp. 201-206
Persistent link: https://www.econbiz.de/10001855574
Saved in:
25
Prediction from the dynamic simultaneous equation model with vector autoregressive errors
Baillie, Richard T.
- In:
Econometrica : journal of the Econometric Society, an …
49
(
1981
)
5
,
pp. 1331-1337
Persistent link: https://www.econbiz.de/10001855792
Saved in:
26
Predictions from ARMAX models
Baillie, Richard T.
- In:
Journal of econometrics
12
(
1980
)
3
,
pp. 365-374
Persistent link: https://www.econbiz.de/10001855799
Saved in:
27
Testing the rational expectations model of the term structure of interest rates
Baillie, Richard T.
;
McMahon, Patrick C.
-
1982
Persistent link: https://www.econbiz.de/10001855819
Saved in:
28
Commodity prices and aggregate inflation : would a commodity price rule be worthwhile?
Baillie, Richard
- In:
Carnegie Rochester conference series on public policy : …
(
1989
),
pp. 185-240
Persistent link: https://www.econbiz.de/10001109746
Saved in:
29
Econometric tests of rationality and market efficiency
Baillie, Richard
- In:
Econometric reviews
8
(
1989
)
2
,
pp. 151-186
Persistent link: https://www.econbiz.de/10001080001
Saved in:
30
The asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors
Baillie, Richard T.
-
1978
Persistent link: https://www.econbiz.de/10004775083
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