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Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
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1997
Persistent link: https://www.econbiz.de/10000966506
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2
Moment approximation for least squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001398338
Saved in:
3
Heteroscedasticity in stochastic frontier models : a Monte Carlo analysis
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398341
Saved in:
4
Backpropagation neural network versus translog model in stochastic frontiers : a Monte Carlo comparison
Guermat, Cherif
;
Hadri, Kaddour
-
1999
Persistent link: https://www.econbiz.de/10001398347
Saved in:
5
The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour
;
Phillips, Garry D. A.
-
1999
Persistent link: https://www.econbiz.de/10001394389
Saved in:
6
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
-
2000
Persistent link: https://www.econbiz.de/10001542536
Saved in:
7
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure?
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
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8
The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
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1998
Persistent link: https://www.econbiz.de/10000998640
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9
A test of the expectations hypothesis of the term structure using cross-section data
Harris, Richard D. F.
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1998
Persistent link: https://www.econbiz.de/10000998641
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10
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
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