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ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
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- Journal:
- Macroeconomic Dynamics / Volume 6 / Issue 1 / February 2002
- Published online by Cambridge University Press:
- 15 May 2002, pp. 40-84
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DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES: WITH AN APPLICATION TO TESTING THE PERMANENT INCOME HYPOTHESIS
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- Journal:
- Macroeconomic Dynamics / Volume 3 / Issue 1 / March 1999
- Published online by Cambridge University Press:
- 01 March 1999, pp. 69-83
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