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List of works by Charles Rowe Nelson

A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market

scientific article published in January 1989

A Reappraisal of Recent Tests of the Permanent Income Hypothesis

scientific article published in August 1985

Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP

scientific article published in May 1987

Long-Term Behavior of Yield Curves

scientific article published in January 1986

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence

scientific article published in December 1988

Parsimoneous Modeling of Yield Curves for U.S. Treasury Bills

scientific article published in March 1985

Pitfalls in the use of Time as an Explanatory Variable in Regression

scientific article published in November 1983

Predictable Stock Returns: Reality or Statistical Illusion?

scientific article published in March 1990

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

scientific article published in September 1988

Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root

scientific article published in November 1987

The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One

scientific article published in September 1988

The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis

scientific article published in September 1988