The main econometric issue in testing the Lucas (1973) hypothesis in a time series context is estimation of the forecast-error variance conditional on past ...
This article was published 23/02/2022 (1260 days ago), so information in it may no longer be current. The RM of West St. Paul council held a regular planning meeting on Feb. 10. A variance was ...
Engel, C., J. Frankel, Kenneth A. Froot, and T. Rodrigues. "Tests of Conditional Mean-Variance Efficiency of the U.S. Stock Market." Journal of Empirical Finance 2 (March 1995). (Revised from NBER ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback