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Testing for nonstationarity of market risk : an exact test and power considerations
Simonds, Richard R. - In: Journal of financial and quantitative analysis : JFQA 21 (1986) 2, pp. 209-220
Persistent link: https://www.econbiz.de/10001010778
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On limits of uniquely best linear estimators
LaMotte, Lynn Roy - In: Metrika : international journal for theoretical and … 45 (1997) 3, pp. 197-211
Persistent link: https://www.econbiz.de/10001220701
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On Limits of Uniquely Best Linear Estimators
LaMotte, Lynn Roy - 1997
In a general linear model, it is shown that all admissible linear estimators are limits of linear estimators that are uniquely best at some point in an extended parameter set. The principal result shows that a linear estimator that is uniquely best at a point W2 among multiple linear estimators...
Persistent link: https://www.econbiz.de/10014060353
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Federal deficits, macrostabilization goals, and federal reserve behavior
McMillin, W. Douglas - In: Economic inquiry : journal of the Western Economic … 24 (1986) 2, pp. 257-269
Persistent link: https://www.econbiz.de/10001012547
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Monetary policy and bank portfolios
McMillin, W. Douglas - In: Journal of economics & business 48 (1996) 4, pp. 315-335
Persistent link: https://www.econbiz.de/10001209181
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Federal deficits and short-term interest rates
McMillin, W. Douglas - In: Journal of macroeconomics 8 (1986) 4, pp. 403-422
Persistent link: https://www.econbiz.de/10001085663
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Bank portfolio composition and macroeconomic activity
McMillin, W. Douglas - In: Journal of economics & business 45 (1993) 2, pp. 111-127
Persistent link: https://www.econbiz.de/10001146893
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The effects of monetary policy shocks : comparing contemporaneous versus long-run identifying restrictions
McMillin, W. Douglas - In: Southern economic journal 67 (2000) 3, pp. 618-636
Persistent link: https://www.econbiz.de/10001544868
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Money growth volatility and the macroeconomy
McMillin, W. Douglas - In: Journal of money, credit and banking : JMCB 20 (1988) 3, pp. 319-335
Persistent link: https://www.econbiz.de/10001054902
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The velocity of M1 in the 1980s : evidence from a multivariate time series model
McMillin, W. Douglas - In: Southern economic journal 57 (1991) 3, pp. 634-648
Persistent link: https://www.econbiz.de/10001101622