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Sources of variation in international real interest rates
Gregory, Allan W. - In: The Canadian journal of economics 28 (1995), pp. 120-140
Persistent link: https://www.econbiz.de/10001333990
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Sources of variation in international real interest rates
Gregory, Allan W.; Watt, David G. - 1995
Persistent link: https://www.econbiz.de/10013400567
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Testing for structural breaks in cointegrated relationships
Gregory, Allan W.; Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000129433
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
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Testing nested functional forms of money demand for Canada
Gregory, Allan W. - In: Journal of quantitative economics : official journal of … 1 (1985) 2, pp. 211-230
Persistent link: https://www.econbiz.de/10001056919
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The equity premium and time-varying risk behavior
Nason, James Michael - 1988
Persistent link: https://www.econbiz.de/10001460535
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The permanent income hypothesis when the bliss point is stochastic
Nason, James Michael - 1991
Persistent link: https://www.econbiz.de/10000819840
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Estimating linear quadratic models with integrated processes
Gregory, Allan W.; Pagan, Adrian R.; Smith, Gregor W. - 1990
Persistent link: https://www.econbiz.de/10000798412