Equilibrium Term Structure Models: Test Methodology*

An equilibrium characterization of the term structure

1977 • 6,242 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Aspects of the Theory of Risk-Bearing.

1966 • 1,931 citations

Formulating and estimating dynamic linear rational expectations models

1980 • 845 citations

Multiperiod Consumption-Investment Decisions

1970 • 449 citations

Estimation in the Presence of Stochastic Parameter Variation

1976 • 308 citations

Empirical Bayes on vector observations: An extension of Stein's method

1972 • 221 citations

Duration Forty Years Later

1978 • 184 citations

An Adaptive Regression Model

1973 • 134 citations

Formulating and Estimating Dynamic Linear Rational Expectations Models

1979 • 94 citations

Tests of an Adaptive Regression Model

1973 • 60 citations

Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims

1977 • 15 citations