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Does Correcting for Heteroskedasticity Help?

  • Frederic S. Mishkin

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Technical Working Papers with number 0088.

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Date of creation: Aug 1991
Date of revision:
Publication status: published as Economics Letters, Vol. 34, pp. 351-356, (1990).
Handle: RePEc:nbr:nberte:0088
Note: ME
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  1. 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.
  2. 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.
  3. Kenneth A. Froot & Paul Klemperer, 1988. "Exchange Rate Pass-Through When Market Share Matters," NBER Working Papers 2542, National Bureau of Economic Research, Inc.
  4. 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.
  5. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
  6. 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.
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