Charles R. Nelson

Available identifiers

Publication	Date of Publication	Type
The Beveridge-Nelson decomposition in retrospect and prospect	2016-06-22	Paper
The zero-information-limit condition and spurious inference in weakly identified models	2016-05-04	Paper
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified	2008-04-04	Paper
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX	2007-03-08	Paper
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator	1990-01-01	Paper
Spurious Periodicity in Inappropriately Detrended Time Series	1981-01-01	Paper
Hypothesis testing based on goodness-of-fit in the moving average time series model	1979-01-01	Paper
The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models	1976-01-01	Paper
Gains in efficiency from joint estimation of systems of autoregressive- moving average processes	1976-01-01	Paper
Rational Expectations and the Estimation of Econometric Models	1975-01-01	Paper
The first-order moving average process. Identification, estimation and prediction	1974-01-01	Paper

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