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Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors
Gordon, S.; Samson, L.; Carmichael, B. - In: Economics letters 49 (1995) 3, pp. 295-300
Persistent link: https://www.econbiz.de/10006797719
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Expected returns and economic risk in Canadian financial markets
Carmichael, B.; Samson, L. - In: Applied financial economics 13 (2003) 3, pp. 177-190
Persistent link: https://www.econbiz.de/10007657259
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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg; Das, Samarjit; Bai, J.; Ng, S.; Bai, J.; … - In: Econometric theory 24 (2008) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
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Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators
Michaelides, A.; Ng, S. - In: Journal of econometrics 96 (2000) 2, pp. 231-266
Persistent link: https://www.econbiz.de/10006780788
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Testing for ARCH in the presence of a possibly misspecified conditional mean
Lumsdaine, R.L.; Ng, S. - In: Journal of econometrics 93 (1999) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10006784361
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Testing for unit roots in flow data sampled at different frequencies
Ng, S. - In: Economics letters 47 (1995) 3-4, pp. 237-242
Persistent link: https://www.econbiz.de/10006799203
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Software Review: Review of Coint 2.0
Ng, S. - In: Journal of applied econometrics 10 (1995) 2, pp. 205-210
Persistent link: https://www.econbiz.de/10007007890
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Testing for Homogeneity in Demand Systems When the Regressors are Nonstationary
Ng, S. - In: Journal of applied econometrics 10 (1995) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10007007894