Does Correcting for Heteroskedasticity Help?
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|Date of creation:||Aug 1991|
|Date of revision:|
|Publication status:||published as Economics Letters, Vol. 34, pp. 351-356, (1990).|
|Contact details of provider:|| Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.|
Web page: http://www.nber.org
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- John Y. Campbell & Richard H. Clarida, 1985. "The Term Structure of Euromarket Interest Rates: An Empirical Investigation," Cowles Foundation Discussion Papers 772R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
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- N. Gregory Mankiw & Matthew D. Shapiro, 1985.
"Do We Reject Too Often? Small Sample Properties of Tests of Rational Expectations Models,"
NBER Technical Working Papers
0051, National Bureau of Economic Research, Inc.
- Gregory Mankiw, N. & Shapiro, Matthew D., 1986. "Do we reject too often? : Small sample properties of tests of rational expectations models," Economics Letters, Elsevier, vol. 20(2), pages 139-145.
- Gikas A. Hardouvelis, 1987.
"The predictive power of the term structure during recent monetary regimes,"
8708, Federal Reserve Bank of New York.
- Hardouvelis, Gikas A, 1988. " The Predictive Power of the Term Structure during Recent Monetary Regimes," Journal of Finance, American Finance Association, vol. 43(2), pages 339-56, June.
- Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-53, October.
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