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JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS.

BERA, A.K.; MCALEER, M.; PESARAN, M.H. - Department of Economics, University of California-Los … - 1989

Persistent link: https://www.econbiz.de/10005777158

Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.

Ghysels, E.; Granger, C.W.J.; Siklos, P.L. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005353052

A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS.

GHYSELS, E; HALL, A. - Centre Interuniversitaire de Recherche en Économie … - 1988

Persistent link: https://www.econbiz.de/10005133062

Estimating and Testing Linear Models with Multiple Structural Changes.

Perron, P.; Bai, J. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005353047

Kimball's Inequality and Bounds Tests for Comparing Several Regressions Under Heterskedasticity.

Dufour, J.M. - Département de Sciences Économiques, Université de … - 1990

Persistent link: https://www.econbiz.de/10005353266

A Note on Heywood Cases in Linear Structural Models

Mahseredjian, S.; Montmarquette, C. - Département de Sciences Économiques, Université de … - 1985

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...

Persistent link: https://www.econbiz.de/10005133138