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Effects of model specification on tests for unit roots in macroeconomic data
Schwert, George William - In: Journal of monetary economics 20 (1987) 1, pp. 73-103
Persistent link: https://www.econbiz.de/10001033395
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Stock volatility in the new millennium : how wacky is Nasdaq?
Schwert, George William - In: Journal of monetary economics 49 (2002) 1, pp. 3-26
Persistent link: https://www.econbiz.de/10001641062
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Comment on: Stock volatility in the new millennium : how wacky is Nasdaq?
Hollifield, Burton - In: Journal of monetary economics 49 (2002) 1, pp. 27-30
Persistent link: https://www.econbiz.de/10001641071
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Money, income, and sunspots : measuring economic relationships and the effects of differencing
Plosser, Charles I.; Schwert, G. William - In: Journal of monetary economics 4 (1978) 4, pp. 637-660
Persistent link: https://www.econbiz.de/10002650379