Estimating the Continuous-Time Consumption-Based Asset-Pricing Model

Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information

1982 • 253 citations

The Estimation of Parameters in Multivariate Time Series Models

1973 • 127 citations

Estimation of vector ARMAX models

1980 • 117 citations

The Nature and Tax Treatment of Capital Gains and Losses.

1952 • 9 citations