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Risk sharing and market incompleteness
Levine, David K., (1999)
Excess sensitivity and asymmetries in consumption : an empirical investigation
Garcia, René, (1995)
Superior information, income shocks and the permanent income hypothesis
Pistaferri, Luigi, (2000)
Discussion of Lazarus, Lewis, Stock, and Watson, "HAR inference: recommendations for practice"
West, Kenneth D., (2018)
Integrated regressors and tests of the permanent income hypothesis
Stock, James H., (1987)
HAR inference : recommendations for practice : rejoinder
Lazarus, Eben, (2018)