On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377): Difference between revisions

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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
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+Are consumption-based intertemporal capital asset pricing models structural?
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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+Stationary Ordinal Utility and Impatience
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+Temporal Resolution of Uncertainty and Dynamic Choice Theory
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+Asset Prices in an Exchange Economy
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+Hypothesis Testing in ARIMA(p, 1, q) Models
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