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Home › Authors › M. R. Wickens
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M. R. Wickens

6 books

Books by M. R. Wickens

Non-parametric estimates of th
Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
1989
Dynamic specification, the lon
Dynamic specification, the long run and the estimation of transformed regression models
1986
The estimation of linear model
The estimation of linear models with future rational expectations by efficient and instrumental variable methods
1985
Rational expectations and exch
Rational expectations and exchange rate dynamics
1984
Stochastic life cycle theory w
Stochastic life cycle theory with varying interest rates and prices
1982
Exercise in Econometrics
Exercise in Econometrics
1979
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