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).|
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- Gregory Mankiw, N. & Shapiro, Matthew D., 1986.
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Elsevier, vol. 20(2), pages 139-145.
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- Campbell, John Y. & Clarida, Richard H., 1987.
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3353759, Harvard University Department of Economics.
- Campbell, John Y. & Clarida, Richard H., 1987. "The term structure of euromarket interest rates : An empirical investigation," Journal of Monetary Economics, Elsevier, vol. 19(1), pages 25-44, January.
- John Y. Campbell & Richard H. Clarida, 1986. "The Term Structure of Euromarket Interest Rates: An Empirical Investigation," NBER Working Papers 1946, National Bureau of Economic Research, Inc.
- 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.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
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