Pages that link to "Item:Q808144"
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The following pages link to Are consumption-based intertemporal capital asset pricing models structural? (Q808144):
Displaying 12 items.
- Estimation and testing of Euler equation models with time-varying reduced-form coefficients (Q290971) (← links)
- Changes in seasonal patterns (Q671898) (← links)
- Regression models with mixed sampling frequencies (Q736674) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (Q1000377) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Changes in seasonal patterns. Are they cyclical? (Q1342433) (← links)
- Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
- Recent developments in the econometrics of structural change (Q1906284) (← links)
- The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment (Q1906299) (← links)
- On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties (Q4883730) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
