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The Determination of Expenditure On Consumer Durables
16 references·0 citing·31 second hop
The Determination of Expenditure On Consumer Durables (1980)The Determination of Expenditure On Consu…Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)Serial Correlation as a Conve…Post Keynesian Economics (1996)Post Keynesian EconomicsSome Power Studies of a Portmanteau Test of Time Series Model Specification (1979)Some Power Studies of a Portm…Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables (1978)Testing Against General Autor…Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Serial Correlation as a Conve…Liquidity Considerations in the Theory of Consumption (1978)Liquidity Considerations in t…Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Econometric Modelling of the …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Involuntary Saving through Unanticipated Inflation (1977)Involuntary Saving through Un…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Seasonal Adjustment and Relations between Variables (1974)Seasonal Adjustment and Relat…Econometric Analysis for National Economic Planning (1971)Econometric Analysis for Nati…Debt Management and Monetary Policy in the United Kingdom (1969)Debt Management and Monetary …A New Approach to Consumer Theory (1966)A New Approach to Consumer Th…THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)THE LIFE CYCLE HYPOTHESIS OF …Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…Dividend Policy, Growth, and the Valuation of Shares (1961)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)Econometric policy evaluation: A critique (1976)Capital markets research in accounting (2001)Income, Saving and the Theory of Consumer Behavior. (1950)Testing for Common Trends (1988)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Time Series Analysis, Forecasting, and Control (1995)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Dynamic Models for Dynamic Theories: The Ins and Outs of Lagged Dependent Variables (2005)Introductory Econometrics for Finance (2008)The Structure of Scientific Revolutions (1963)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)T IME -S ERIES –C ROSS -S ECTION D ATA : What Have We Learned in the Past Few Years? (2001)Estimation Methods for Models of Spatial Interaction (1975)Some properties of time series data and their use in econometric model specification (1981)The analysis of household surveys (1997)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables (1978)Generalized autoregressive conditional heteroskedasticity (1986)Review of international tourism demand models (1997)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Hedonic housing prices and the demand for clean air (1978)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Conducting Discrete Choice Experiments to Inform Healthcare Decision Making (2008)Exponential smoothing: The state of the art (1985)Using daily stock returns (1985)
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References

  • 1966A New Approach to Consumer Theory8,466 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1963THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS2,011 cited
  • 1978Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom1,629 cited
  • 1978Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables1,468 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1978Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England612 cited
  • 1971Econometric Analysis for National Economic Planning608 cited
  • 2000Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England430 cited
  • 1996Post Keynesian Economics367 cited
  • 1974Seasonal Adjustment and Relations between Variables327 cited
  • 1977Involuntary Saving through Unanticipated Inflation303 cited
  • 1978Liquidity Considerations in the Theory of Consumption102 cited
  • 1979

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Some Power Studies of a Portmanteau Test of Time Series Model Specification
78 cited
  • 1969Debt Management and Monetary Policy in the United Kingdom62 cited
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