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...

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...

This Article Gives a Summary Description of Trio, an Interactive Graphic Program Developed for the Formulation and Simulation of Regression Models Belonging to Three Broad Classes and the Analysis of and Reporting on Data and Model Results. the General Design of the Data Bank and the Structure...

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...