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ON THE ROBUSTNESS OF TESTS OF OUTLIERS AND FUNCTIONAL FORM.

MCALEER, M.; TSE, Y.K. - Institute of Social and Economic Research (ISER), Osaka … - 1989

Persistent link: https://www.econbiz.de/10008469036

A TEST OF FUNCTIONAL FORM AGAINST WEAKLY SPECIFIED ALTERNATIVES: AN APPROACH BASED ON SEMIPARAMETRIC REGRESSION.

PRESCOTT, D.; STENGOS, T. - Department of Economics and Finance, College of … - 1989

Persistent link: https://www.econbiz.de/10005545305

Generalized Predictive Tests and Structural Change Analysis in Econometrics.

Dufour, J.M.; Ghysels, E.; Hall, A. - Centre Interuniversitaire de Recherche en Économie … - 1992

Persistent link: https://www.econbiz.de/10005545555

An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.

Dufour, J.-M.; Hallin, M. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005545587

Generalized Predictive Tests and Structural Change Analysis in Econometrics.

Dufour, J.M.; Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005545653

Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1987

In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural … Second Set of Specification Tests Are Var Encompassing Tests. It Is Assumed That the Dgp Has a Finite Var Representation. the … Tests Is to Compare Parameter Estimates of the Euler Conditions and Var Representations of the Dgp Obtained Separately with …

Persistent link: https://www.econbiz.de/10005545662

Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications.

Dufour, J.M.; Hallin, M. - Département de Sciences Économiques, Université de … - 1992

Persistent link: https://www.econbiz.de/10005545730

An Exponential Bound for the Permutational Distribution of a First-Order Autocorrelation Coefficient.

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

Persistent link: https://www.econbiz.de/10005545739

Time Irreversibility and Business Cycle Asymmetry

Ramsey, J.B.; Rothman, P. - C.V. Starr Center for Applied Economics, Department of … - 1993

Persistent link: https://www.econbiz.de/10005351014

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

Campbell, B.; Dufour, J.-M. - Centre Interuniversitaire de Recherche en Économie … - 1991

Persistent link: https://www.econbiz.de/10005353022