Pages that link to "Item:Q808144"

The following pages link to Are consumption-based intertemporal capital asset pricing models structural? (Q808144):

Displayed 9 items.

• Changes in seasonal patterns (Q671898) ‎ (← 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)