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FINITE SAMPLE PERFORMANCE OF SCHMIDT-PHILIPS UNIT ROOT TESTS IN THE PRESENCE OF AUTOCORRELATION.

LEE, J. - Economics Department, Michigan State University - 1990

Persistent link: https://www.econbiz.de/10005646700

Nelson and Plosser Revisited: Evidence from Fractional Arima Models.

Gil-Alana, L. - Department of Economics, European University Institute - 1998

Fractionally integrated ARMA (ARFIMA) models are investigated in an Extended version of Nelson and Plosser's (1982) data set.

Persistent link: https://www.econbiz.de/10005697726

Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income.

Gil-Alana, L.; Robinson, P.M. - Department of Economics, European University Institute - 1998

-based tests proposed by Robinson (1994). These series were analysed from an autoregressive unit root viewpoint by Hylleberg, Engle …

Persistent link: https://www.econbiz.de/10005697754

Positive Economics and The Structure of Tax Equilibria.

Guesnerie, R. - Département et Laboratoire d'Économie Théorique … - 1992

Persistent link: https://www.econbiz.de/10005509882

Bootstrap-Based Critical Values for the Information Matrix test.

Horowitz, J.L. - Department of Economics, Tippie College of Business - 1991

Persistent link: https://www.econbiz.de/10005560330

A Lagrange Multiplier Test of Uniformity Against Beta Alternatives.

Sefton, M. - Department of Economics, Tippie College of Business - 1991

Persistent link: https://www.econbiz.de/10005560370

FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES.

PERRON, P. - Econometrics Research Program, Department of Economics - 1990

Persistent link: https://www.econbiz.de/10005625470

Nonstationary and Level Shifts With An Application To Purchasing Power Parity.

Vogelsang, T.I.; Perron, P. - Econometrics Research Program, Department of Economics - 1991

Persistent link: https://www.econbiz.de/10005625471

A Test of Collective Rationality for Multi-Person Households.

Dauphin, A.; Fortin, B. - Département d'Économique, Université Laval - 2000

This paper provides a test of efficiency of consumption decisions in households with many decision-makers. It also presents a method of determining the number of these decision-makers. Information on some distribution factors in needed to implement this approach.

Persistent link: https://www.econbiz.de/10005625825

Estimating Correlated Diffusions.

Jones, R.A. - 1999

The paper derives and tests maximum likelihood parameter estimators for symmetrically correlated Weiner processes …

Persistent link: https://www.econbiz.de/10005631121

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