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Trends and random walks in macroeconomic time series / Charles R. Nelson and Charles I. Plosser. by
Material type: Article Article
Language: English In: Journal of Monetary Economics North-Holland Vol. 10, No. 2 (September 1982). , p. 139-162.
Availability: Vol. 10, No. 2 (September 1982). , p. 139-162. (1)

Pitfalls in the use of Time as an Explanatory Variable in Regression / Charles R. Nelson, Heejoon Kang. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0030.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1983
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0030.

A Reappraisal of Recent Tests of the Permanent Income Hypothesis / Charles R. Nelson. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w1687.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1985
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w1687.

Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills / Charles R. Nelson, Andrew F. Siegel. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w1594.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1985
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w1594.

Long-Term Behavior of Yield Curves / Charles R. Nelson, Andrew F. Siegel. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w1789.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1986
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w1789.

Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root / Charles R. Nelson. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0063.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1987
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0063.

Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP / Charles R. Nelson. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w2253.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1987
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w2253.

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence / Myung Jig Kim, Charles R. Nelson, Richard Startz. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w2795.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1988
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w2795.

The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis / Charles R. Nelson, Chang-Jin Kim. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0070.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1988
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0070.

The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One / Charles R. Nelson, Richard Startz. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0069.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1988
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0069.

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator / Charles R. Nelson, Richard Startz. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0068.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1988
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0068.

A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market / Christopher M. Turner, Richard Startz, Charles R. Nelson. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w2818.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1989
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w2818.

Predictable Stock Returns: Reality or Statistical Illusion? / Charles R. Nelson, Myung J. Kim. by Series: Working Paper Series (National Bureau of Economic Research) ; no. w3297.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1990
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber w3297.

Trends and Random walks in macroeconomic time series: some evidence and implications / Charles R. Nelson, Charles I. Plosser. by Series: International Library of Critical Writings in Economics. No.149
Material type: Article Article
Language: English In: Long term trends and business cycles Ed. by Terence Mills (Cheltenham: Edward Elgar Publishing, 2002). , p. 161-184. Vol. 2.
Availability: (Cheltenham: Edward Elgar Publishing, 2002). , p. 161-184. Vol. 2. (1)

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