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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

Local scale models: state space alternative to integrated GARCH processes

Shephard, Neil - 1994

State space alternative to autoregressive conditional heteroskedasticity models are proposed. The initial model, which …: state space alternative to integrated GARCH processes', Journal of Econometrics, 60(1-2), 181-202. [Available at http …

Persistent link: https://www.econbiz.de/10009441423