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Estimating Euler equations with integrated series

Dolado, Juan J.; Galbraith, John W.; Banerjee, Anindya - 1990

Persistent link: https://www.econbiz.de/10000842054

On the power of cointegration tests : dimension invariance vs. common factors

Banerjee, Anindya; Dolado, Juan J.; Mestre, Ricardo - 1995 - rev.

Persistent link: https://www.econbiz.de/10000561596

Co-integration, error correction, and the econometric analysis of non-stationary data

Banerjee, Anindya; Dolado, Juan J.; Galbraith, John W.; … - 1996 - Reprinted

Persistent link: https://www.econbiz.de/10000592333

Estimating intertemporal quadratic adjustment cost models with integrated series

Dolado, Juan J. - In: International economic review 32 (1991) 4, pp. 919-936

Persistent link: https://www.econbiz.de/10001114733

Orthogonality test with de-trended data : interpreting Monte-Carlo results using Nagar expansions

Banerjee, Anindya - In: Economics letters 32 (1990) 1, pp. 19-24

Persistent link: https://www.econbiz.de/10001080487

Dynamic specification and linear transformations of the autoregressive-distributed lag model

Banerjee, Anindya - In: Oxford bulletin of economics and statistics 52 (1990) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10001081616

Do we reject rational expectations models too often? : interpreting evidence using Nagar expansions

Banerjee, Anindya - In: Economics letters 1 (1987), pp. 27-32

Persistent link: https://www.econbiz.de/10001032508

Tests of the life cycle-permanent income hypothesis in the presence of random walks : asymptotic theory and small-sample interpretations

Banerjee, Anindya - In: Oxford economic papers 40 (1988) 4, pp. 610-633

Persistent link: https://www.econbiz.de/10001070479

Rejections of orthogonality in rational expectations models : further Monte Carlo results for an extended set of regressors

Galbraith, John W. - In: Economics letters 3 (1987), pp. 243-247

Persistent link: https://www.econbiz.de/10001038836

Estimating Euler equations with integrated series

Dolado Lobregad, Juan José; Galbraith, John W.; … - 1990

Considera la estimacion de variables en ecuaciones lineales de Euler, donde los regresores puedan ser no estacionarios, y propone un procedimiento multietapico que usa informacion obtenida del pretest del orden de integracion de datos de series, para mejorar el procedimiento de especificacion y...

Persistent link: https://www.econbiz.de/10012529625