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The Econometric Analysis of Models with Risk Terms

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  • Pagan, Adrian
  • Ullah, Aman

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  • Pagan, Adrian & Ullah, Aman, 1988. "The Econometric Analysis of Models with Risk Terms," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 87-105, April.
  • Handle: RePEc:jae:japmet:v:3:y:1988:i:2:p:87-105
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    7. Pindyck, Robert S, 1984. "Risk, Inflation, and the Stock Market," American Economic Review, American Economic Association, vol. 74(3), pages 335-351, June.
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    24. Engle, Robert F, 1983. "Estimates of the Variance of U.S. Inflation Based upon the ARCH Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(3), pages 286-301, August.
    25. Lawrence, Colin, 1983. "Rational expectations, supply shocks and the stability of the inflation-output tradeoff: Some time series evidence for the United Kingdom 1957-1977," Journal of Monetary Economics, Elsevier, vol. 11(2), pages 225-245.
    26. Mascaro, Angelo & Meltzer, Allan H., 1983. "Long- and short-term interest rates in a risky world," Journal of Monetary Economics, Elsevier, vol. 12(4), pages 485-518, November.
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    29. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-247, February.
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