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...

Seasonal Effects in Qualitative Responses of Monthly Business Surveys, Modeled with Log-Linear Probability Methods, Can Be Extracted Like in Linear Regression Or Some Time Series Models by Using Dummy Variables. There Is Another Route to Extract the Seasonal Effect, Which Is to Unique to...

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...

Traditionally One Decomposes Economic Time Series Exhibiting Seasonality in a Cyclical Component, a Seasonal Component and Possibly Other Components. the Fundamental Assumptions Almost Exclusively Made About This Decomposition Is That (1) the Components Are Mutually Orthogonal and (2) the...