Subject
Economics and Econometrics,Finance
Reference32 articles.
1. A note on a heteroscedastic model;Amemiya;Journal of Econometrics,1977
2. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1979
3. Empirical tests of the consumption-oriented CAPM;Breeden,1986
4. Testing the structure of residual autocorrelation in least squares and instrumental variables models;Cumby,1988
5. Two-step two-stage least squares estimation in models with rational expectations;Cumby;Journal of Econometrics,1983
Cited by
95 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