Charles R. Nelson

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Valid confidence intervals and inference in the presence of weak instruments International Economic Review	2026-02-04	Paper
The Beveridge-Nelson decomposition in retrospect and prospect Journal of Econometrics	2016-06-22	Paper
The zero-information-limit condition and spurious inference in weakly identified models Journal of Econometrics	2016-05-04	Paper
Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified Studies in Nonlinear Dynamics & Econometrics	2008-04-04	Paper
BUSINESS-CYCLE FILTERING OF MACROECONOMIC DATA VIA A LATENT BUSINESS-CYCLE INDEX Macroeconomic Dynamics	2007-03-08	Paper
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator Econometrica	1990-01-01	Paper
Spurious Periodicity in Inappropriately Detrended Time Series Econometrica	1981-01-01	Paper
Hypothesis testing based on goodness-of-fit in the moving average time series model Journal of Econometrics	1979-01-01	Paper
The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models The American Statistician	1976-01-01	Paper
Gains in efficiency from joint estimation of systems of autoregressive- moving average processes Journal of Econometrics	1976-01-01	Paper
Rational Expectations and the Estimation of Econometric Models International Economic Review	1975-01-01	Paper
The first-order moving average process. Identification, estimation and prediction Journal of Econometrics	1974-01-01	Paper

Research outcomes over time

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