Author:
Driffill John,Sola Martin
Subject
Economics and Econometrics,Finance
Reference12 articles.
1. Heteroskedasticity and autocorrelation-consistent covariance matrix estimation;Andrews;Econometrica,1991
2. An improved heteroskedasticity and autocorrelation consistent covariance matrix estimator;Andrews;Econometrica,1992
3. Bonomo, M., Garcia, R., 1994. Can a well-fitted equilibrium asset-pricing model produce mean reversion? Journal of Applied Econometrics 9, 19–29.
4. Mean reversion in equilibrium asset prices;Cecchetti;American Economic Review,1990
5. Engel, C., Hamilton, J.D., 1990. Long swings in the dollar: Are they in the data and do markets know it? American Economic Review 80, 689–713.
Cited by
118 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