Un Test de la Stabilite Structurelle des Parametres Estimee Par la Methode des Moments Generalisee (Mmg) Est Presente. le Test Est Predictif, Base Sur L'examen de Previsions Sur un Sous-Echantillon le Test S'applique Sur une Grande Variete de Modeles D'inference Dynamiques, Modeles D'equations...

This Paper Presents a Summary of Recent Work on a New Methodology to Test for the Presence of a Unit Root in Univariate Time Series Models. the Stochastic Framework Is Quite General. While the Dickey-Fuller Approach Accounts for the Autocorrelation of the First-Differences of a Serie in a...

This Paper Shows That Rindskopf's Parameterization Technique Is Not an Acceptable Solution to the Heywood Problem, Especially, If One Is Interested in Standard Errors and T-Statistics for the Parameter Estimates of a Linear Structural Model. Simple Alternative Solutions Are Proposed and...

In This Paper We Present a Test for Discriminating Between Two Non-Nested Sets of Euler Conditions Which Have Been Estimated Using Gmm. the Test Is Based on the Encompassing Principle of Mizon and Richard (1986), and Uses Tauchen's (1986) Quadrature-Based Methods for Approximating the...

We Compare Values of Time Obtained with Linear Utility Functions Used in Logit and Hierarchical Logit Specifications of a 9-Mode Passenger Choice Model Estimated with Disaggregate Data From Santiago, Chile, and Find That They Are Sensitive to the Specification Used, Unconvincingly High, and...