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Exact Tests and Confidence Sets in Linear Regressions with Autocorraled Errors

Dufour, J.M. - Département de Sciences Économiques, Université de … - 1986

This Paper Proposes a General Method to Build Exact Tests and Confidence Sets in Linear Regressions with First …-Order Autoregressive Gaussian Disturbances. Because of a Nuisance Parameter Problem, We Argue That Generalized Bounds Tests and … Set of Linear Restrictions on the Regression Coefficients, We Get Exeact Similar Tests. for Testing Bounds-Type Procedures …

Persistent link: https://www.econbiz.de/10005729748

Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem.

Campbell, B.; Dufour, J.M. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005729763

Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.

Ghysels, E.; Lee, H.S.; Noh, J. - Département de Sciences Économiques, Université de … - 1991

Persistent link: https://www.econbiz.de/10005729909

Bootstrap Tests of Nonnested Linear Regression Models

Davidson, R.; Mackinnon, J.G. - Association of Southern European Economic Theorists - ASSET - 1997

bootstraped tests perform. …

Persistent link: https://www.econbiz.de/10005656779

What Macroeconomists Should Know About Unit Roots as Well: The Bayesian Perspective.

Uhlig, H. - Econometrics Research Program, Department of Economics - 1992

Persistent link: https://www.econbiz.de/10005661030

Statistical Estimation and Testing of a Real Business Cycle Model.

Chow, G.C. - Econometrics Research Program, Department of Economics - 1993

Persistent link: https://www.econbiz.de/10005661033

Multiperiod Competition with Switching Costs: Solution by Lagrange Multipliers.

Chow, G.C. - Econometrics Research Program, Department of Economics - 1992

Persistent link: https://www.econbiz.de/10005661034

Do Value Judgements Affect Testing Economic Theory?

Beed, Clive - In: International Journal of Social Economics 19 (1992) 2, pp. 6-24

Analyses the influence of value judgements in the mechanics of testing econometric theories against empirical data. The orthodox view of mainstream, positive economics is that value judgements play no part in the above process. Contests this view; defines value judgements and shows the orthodox...

Persistent link: https://www.econbiz.de/10014806765

Optimal planning for economic stabilization : the application of control theory to stabilization policy

Pindyck, Robert S. - 1973

Persistent link: https://www.econbiz.de/10000616675

New econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations

Taylor, John B. - 1986

Persistent link: https://www.econbiz.de/10001325357