Author:
Barr David G.,Priestley Richard
Subject
Economics and Econometrics,Finance
Reference35 articles.
1. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993
2. Optimal tests when a nuisance parameter is present only under the alternative;Andrews;Econometrica,1994
3. Baba, Y., Engle, R.F., Kraft, D.F., Kronner, K.F., 1989. Multivariate simultaneous generalized ARCH, working paper. University of California, San Diego, California.
4. Barr, D.G., Pesaran, B., 1997. An assessment of the relative importance of real interest rates, inflation, and term premiums in determining the prices of real and nominal UK bonds. Review of Economics and Statistics 79, 362–366.
5. Time-varying world market integration;Bekaert;Journal of Finance,1995
Cited by
102 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献