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bookmarks

publications

(20)

• Asset Pricing with Observable Stochastic Discount Factors
  Peter Smith and Michael Wickens Journal of Economic Surveys 16 397--446 (2002)
  to imported by smicha on 2008-04-25 09:13:59
  | URL | BibTeX  
• Forecasting inflation from the term structure
  Elias Tzavalis and M. R. Wickens Journal of Empirical Finance 3 103--122 (1996)
  to Fisher equation by smicha on 2008-04-23 22:05:04
  | URL | BibTeX  
• Econometric tests of rationality and market efficiency
  M. R. Wickens Econometric Reviews 8 207--212 (1989)
  to imported by smicha on 2008-04-23 12:36:09
  | URL | BibTeX  
• Intertemporal consumer behaviour under structural changes in income
  M. R. Wickens Econometric Reviews 8 133--141 (1989)
  to imported by smicha on 2008-04-23 12:36:09
  | URL | BibTeX  
• The sustainability of current account deficits : A test of the US intertemporal budget constraint
  M. R. Wickens and Merih Uctum Journal of Economic Dynamics and Control 17 423--441 (1993)
  to imported by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Macroeconomic influences on optimal asset allocation
  T. J. Flavin and M. R. Wickens Review of Financial Economics 12 207--231 (2003)
  to Asset allocation by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• A simple derivation of the limited information maximum likelihood estimator
  L. G. Godfrey and M. R. Wickens Economics Letters 10 277--283 (1982)
  to imported by smicha on 2008-04-21 22:09:52
  | URL | BibTeX  
• The persistence in volatility of the US term premium 1970-1986
  Elias Tzavalis and M. R. Wickens Economics Letters 49 381--389 (1995)
  to GARCH by smicha on 2008-04-21 22:09:52
  | URL | BibTeX  
• Interpreting cointegrating vectors and common stochastic trends
  Michael R. Wickens Journal of Econometrics 74 255--271 (1996)
  to Nonstationarity by smicha on 2008-04-21 22:02:42
  | URL | BibTeX  
• Auditory alarms: From alerting to informing
  Seagull and Xiao and Mackenzie and Wickens Proceedings of International Ergonomics Association 2000/Human Factors & Ergonomics Society 2000 Congress 1 223-226 (2000)
  to alerting informing to by susi266 on 2007-04-05 14:04:07
  | BibTeX