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1
Alternative
Tests
of the Rational Expectations Hypothesis in Economic Dynamical Models.
Guesnerie, R.
-
Département et Laboratoire d'Économie Théorique …
-
1992
Persistent link: https://www.econbiz.de/10005212129
Saved in:
2
A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Analysis.
Perroni, C.
;
Rutherford, T.F.
-
Department of Economics, University of Warwick
-
1995
Persistent link: https://www.econbiz.de/10005146962
Saved in:
3
Positive Economics and The Structure of Tax Equilibria.
Guesnerie, R.
-
Département et Laboratoire d'Économie Théorique …
-
1992
Persistent link: https://www.econbiz.de/10005509882
Saved in:
4
Information Theoretic Approaches to Inference in Moment Condition Models.
Imbens, G.W.
;
Johnson, P.
;
Spady, R.H.
-
Harvard Institute of Economic Research (HIER), …
-
1995
Persistent link: https://www.econbiz.de/10005245704
Saved in:
5
Maximum Likelihood in the Frequency Domain: a Time to Build Example.
Christiano, L.J.
;
Vigfusson, R.J.
-
London School of Economics (LSE)
-
1999
devise diagnostic methods that are useful for interpreting maximum likelihood parameter estimates and likelihood ratio
tests
…
Persistent link: https://www.econbiz.de/10005207535
Saved in:
6
ASYMPTOTICALLY OPTIMAL
TESTS
USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY.
SMITH, R.J.
-
Faculty of Economics, University of Cambridge
-
1990
Persistent link: https://www.econbiz.de/10005207834
Saved in:
7
A Note on Identification Test Procedures.
Dhrymes, P.
-
Department of Economics, School of Arts and Sciences
-
1991
Persistent link: https://www.econbiz.de/10005344568
Saved in:
8
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models.
Dufour, J.M.
;
Kiviet, J.F.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005345998
Saved in:
9
Simulation-Based Finite-Sample
Tests
for Heteroskedasticity and ARCH Effects.
Dufour, J.M.
;
Khalaf, L.
;
Bernard, J.T.
;
Genest, I.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
In this paper we describe a solution to the problem of controlling the size of homoskedasticity
tests
in linear …
Persistent link: https://www.econbiz.de/10005346015
Saved in:
10
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
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