In this paper the testing and estimation problems are discussed in the case of serial correlation. Various models are particular cases of the general framework considered: the nonlinear simultaneous equations models, the probit models, the tobit models, the disequilibrium models, the frontier...

Linear rational expectations models generally have a large number of solutions. It is thus important to describe them exhaustively in order to study their properties and subsequently estimate which solution best fits the data. In this paper, a global approach is suggested allowing a simultaneous...

A general framework for asymptotic tests is proposed. The framework contains as particular cases tests based on various estimation techniques: maximum likelihood methods, pseudo-maximum likelihood (PML) methods and quasi-generalized PML methods, <italic>m</italic>-estimation methods, moments or generalized...