Similar Search Results - EconBiz

Identification based on higher moments

Lewis, Daniel J. - 2024

Identification based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical practice in macroeconometrics in the last two decades. This article reviews two parallel strands of the literature: identification strategies based on heteroskedasticity and...

Persistent link: https://www.econbiz.de/10014480567

Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1994

Persistent link: https://www.econbiz.de/10000894088

Filtering and forecasting with misspecified ARCH models I : getting the right variance with the wrong model

Nelson, Daniel B. - 1990

Persistent link: https://www.econbiz.de/10000811128

The likelihood dominance criterion : a new approach to model selection

Pollak, Robert A.; Wales, Terence J. - 1989

Persistent link: https://www.econbiz.de/10000779027

Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)

Magnus, Jan R.; Pesaran, Bahram - 1990

Persistent link: https://www.econbiz.de/10000782912

Bounds on the variances of specification errors in models with expectations

Durlauf, Steven N.; Hall, Robert Ernest - 1989

Persistent link: https://www.econbiz.de/10000764931

An umbrella test for first order misspecification

Kmenta, Jan; Sedo, Stanley Anthony - 1992

Persistent link: https://www.econbiz.de/10000872786

Simplicity, scientific inference and econometric modelling

Keuzenkamp, Hugo A.; McAleer, Michael - 1994 - Rev.

Persistent link: https://www.econbiz.de/10000560594

A study on selected Bayesian and Non-Bayesian econometric estimators and model parameterisation in consumer demand analysis in Malawi

Mthindi, Gadson Bryght - 1988

Persistent link: https://www.econbiz.de/10000421218

Semiparametric specification testing

Delgado, Miguel A.; Stengos, Thanasēs - 1990

Persistent link: https://www.econbiz.de/10000129391

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