NEW EVIDENCE CONCERNING THE EXPECTATIONS THEORY FOR THE SHORT END OF THE MATURITY SPECTRUM

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

The Changing Behavior of the Term Structure of Interest Rates

1986 • 513 citations

The Predictive Power of the Term Structure during Recent Monetary Regimes

1988 • 163 citations

The information in the term structure: Some further results

1988 • 137 citations

THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY

1988 • 63 citations

Expectations and Risk in the Treasury Bill Market: An Instrumental Variables Approach

1989 • 49 citations

The Adjustment of Expectations to a Change in Regime: Comment

1990 • 43 citations