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Hodgson, Douglas J.
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Linton, Oliver
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Moon, Hyungsik Roger
1
Perron, Benoit
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Vorkink, Keith
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Journal of applied econometrics
Econometric theory
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Econometric Theory
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Econometrica
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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The econometrics journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Review of Economic Studies
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An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Journal of applied econometrics
22
(
2007
)
2
,
pp. 383-400
Persistent link: https://www.econbiz.de/10007723963
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2
Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
Hodgson, Douglas J.
;
Linton, Oliver
;
Vorkink, Keith
- In:
Journal of applied econometrics
17
(
2002
)
6
,
pp. 617-640
Persistent link: https://www.econbiz.de/10006970939
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