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Predictable Stock Returns: Reality or Statistical Illusion? 智库出版物
1990
作者:  Charles R. Nelson;  Myung J. Kim
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A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market 智库出版物
1989
作者:  Christopher M. Turner;  Richard Startz;  Charles R. Nelson
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Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence 智库出版物
1988
作者:  Myung Jig Kim;  Charles R. Nelson;  Richard Startz
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Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator 智库出版物
1988
作者:  Charles R. Nelson;  Richard Startz
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The Time-Varying-Parameter Model as an Alternative to ARCH for Modeling Changing Conditional Variance: The Case of Lucas Hypothesis 智库出版物
1988
作者:  Charles R. Nelson;  Chang-Jin Kim
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The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One 智库出版物
1988
作者:  Charles R. Nelson;  Richard Startz
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Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root 智库出版物
1987
作者:  Charles R. Nelson
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Implicit Estimates of Natural, Trend, and Cyclical Components of Real GNP 智库出版物
1987
作者:  Charles R. Nelson
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Long-Term Behavior of Yield Curves 智库出版物
1986
作者:  Charles R. Nelson;  Andrew F. Siegel
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A Reappraisal of Recent Tests of the Permanent Income Hypothesis 智库出版物
1985
作者:  Charles R. Nelson
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