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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- Hardouvelis, Gikas A, 1988.
" The Predictive Power of the Term Structure during Recent Monetary Regimes,"
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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.
- Campbell, John Y. & Clarida, Richard H., 1987. "The Term Structure of Euromarket Interest Rates: An Empirical Investigation," Scholarly Articles 3353759, Harvard University Department of Economics.
- Gregory Mankiw, N. & Shapiro, Matthew D., 1986.
"Do we reject too often? : Small sample properties of tests of rational expectations models,"
Elsevier, vol. 20(2), pages 139-145.
- 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.
- 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.
- 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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