M. R. Wickens

Dynamic specification, the long r...

Dynamic specification, the long run and the estimation of transformed regression models

Year unknown

Exercise in Econometrics

Exercise in Econometrics

Year unknown P. C. B. Phillips and M. R. Wickens

Non-parametric estimates of the f...

Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency

Year unknown

Rational expectations and exchang...

Rational expectations and exchange rate dynamics

Year unknown

Stochastic life cycle theory with...

Stochastic life cycle theory with varying interest rates and prices

Year unknown

The estimation of linear models w...

The estimation of linear models with future rational expectations by efficient and instrumental variable methods

Year unknown