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The quantitative significance of the Lucas critique
Miller, Preston J., (1987)
Vector autoregressions and reality
Runkle, David E., (1987)
Dynamic regression analysis and forecasting with microcomputers : classical and state space methods
Vishwakarma, Keshav P., (1985)
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr, (1972)
The distribution of the mid-range : a comment
Rosenberg, Barr, (1970)
Exra-market components of covariance in security returns
Rosenberg, Barr, (1974)