E-LIB Suche - Ergebnisse für: Nelson, Charles R.

1

The superiority of the LM test in a class of econometric mo..:

, In: Unobserved Components and Time Series Econometrics,

Ma, Jun ; Nelson, Charles R. - p. 310-330 , 2015

2

Trend Inflation and the Nature of Structural Breaks in the ..:

KIM, CHANG‐JIN ; MANOPIMOKE, PYM ; NELSON, CHARLES R.
Journal of Money, Credit and Banking. 46 (2014) 2-3 - p. 253-266 , 2014

Link: https://doi.org/10.1111/..

3

Trend Inflation and the Nature of Structural Breaks in the ..:

KIM, CHANG-JIN ; MANOPIMOKE, PYM ; NELSON, CHARLES R.
Journal of Money, Credit and Banking. 46 (2014) 2/3 - p. 253-266 , 2014

Link: https://www.jstor.org/st..

4

Trend/Cycle decomposition:

, In: Macroeconometrics and Time Series Analysis,

Nelson, Charles R. - p. 343-346 , 2010

Link: https://doi.org/10.1057/..

5

The Beveridge–Nelson decomposition in retrospect and prospe..:

Nelson, Charles R.
Journal of Econometrics. 146 (2008) 2 - p. 202-206 , 2008

Link: https://doi.org/10.1016/..

6

Why are stock returns and volatility negatively correlated?:

Bae, Jinho ; Kim, Chang-Jin ; Nelson, Charles R.
Journal of Empirical Finance. 14 (2007) 1 - p. 41-58 , 2007

Link: https://doi.org/10.1016/..

7

Spurious Inference in the GARCH (1,1) Model When It Is Weak..:

Ma, Jun ; Nelson, Charles R ; Startz, Richard
Studies in Nonlinear Dynamics & Econometrics. 11 (2007) 1 - p. 1-27 , 2007

Link: https://doi.org/10.2202/..

8

Expectation horizon and the Phillips Curve: the solution to..:

Lee, Jaejoon ; Nelson, Charles R.
Journal of Applied Econometrics. 22 (2007) 1 - p. 161-178 , 2007

Link: https://doi.org/10.1002/..

9

New measures of the output gap based on the forward-looking..:

Basistha, Arabinda ; Nelson, Charles R.
Journal of Monetary Economics. 54 (2007) 2 - p. 498-511 , 2007

Link: https://doi.org/10.1016/..

10

The zero-information-limit condition and spurious inference..:

Nelson, Charles R. ; Startz, Richard
Journal of Econometrics. 138 (2007) 1 - p. 47-62 , 2007

Link: https://doi.org/10.1016/..

11

Earnings growth and the bull market of the 1990s: Is there ..:

Bae, Jinho ; Nelson, Charles R.
Journal of Macroeconomics. 29 (2007) 4 - p. 690-707 , 2007

Link: https://doi.org/10.1016/..

12

BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT..:

DUEKER, MICHAEL ; NELSON, CHARLES R.
Macroeconomic Dynamics. 10 (2006) 5 - p. 573-594 , 2006

Link: https://doi.org/10.1017/..

13

Estimation of a forward-looking monetary policy rule: A tim..:

Kim, Chang-Jin ; Nelson, Charles R.
Journal of Monetary Economics. 53 (2006) 8 - p. 1949-1966 , 2006

Link: https://doi.org/10.1016/..

14

Intelligent Soil Compaction Technology: Results and a Roadm..:

Petersen, D. Lee ; Siekmeier, John ; Nelson, Charles R..
Transportation Research Record: Journal of the Transportation Research Board. 1975 (2006) 1 - p. 81-88 , 2006

Link: https://doi.org/10.1177/..

15

The Structural Break in the Equity Premium:

Kim, Chang-Jin ; Morley, James C. ; Nelson, Charles R.
Journal of Business & Economic Statistics. 23 (2005) 2 - p. 181-191 , 2005

Link: https://www.jstor.org/st..