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The limits to rational expectations
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ISBN: 0631140360 9780631140368 Year: 1988 Publisher: Oxford

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The limits to rational expectations.
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ISBN: 0631168850 9780631168850 Year: 1987 Publisher: Oxford Blackwell

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Time series and panel data econometrics
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ISBN: 0191800503 Year: 2016 Publisher: Oxford : Oxford University Press,

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This work describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.


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Global Business Cycles and Credit Risk
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Year: 2005 Publisher: National Bureau of Economic Research

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Predictability of asset returns and the efficient market hypothesis
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Year: 2010 Publisher: Munich CESifo

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Testing weak-cross sectional dependence in large panels
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Year: 2012 Publisher: Munich CESifo

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Estimation and inference in large heterogenous panels with cross section dependence
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Year: 2003 Publisher: Munich CESifo

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General diagnostic tests for cross section dependence in panels
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Year: 2004 Publisher: Munich CESifo

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A pair-wise approach to testing for output and growth convergence
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Year: 2004 Publisher: Munich CESifo

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