M. R. Wickens
Books
- Rational expectations and exchange rate dynamics
- The estimation of linear models with future rational expectations by efficient and instrumental variable methods
- Dynamic specification, the long run and the estimation of transformed regression models
- Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency
- Stochastic life cycle theory with varying interest rates and prices
- Exercise in Econometrics
Author data: Open Library