Testing a Model of the Term Structure of Interest Rates in an Error-learning Framework

Value and Capital

1939 • 3,079 citations

Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

1967 • 1,019 citations

The Cyclical Behavior of the Term Structure of Interest Rates

1970 • 214 citations

Interest-Rate Risk and the Term Structure of Interest Rates

1965 • 60 citations

Expectations, Errors, and the Term Structure of Interest Rates

1963 • 19 citations

A Study of Liquidity Premiums on Federal and Municipal Government Securities

1969 • 13 citations