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A Test of New Aggregate Damand Curvature Properties.

Korenman, S.D.; Ouellette, P.; Wooldridge, J. - Département de Sciences Économiques, Université de … - 1988

In This Paper We Present and Implement an Econometric Test of Both Negative Semi-Definiteness of the Matrix of Compensated Price Effects and of the Negative Quasi-Definiteness of the Matrix of Uncompensated Price Effects. This Test Allows Us to Evaluate Two Alternative Characterizations of...

Persistent link: https://www.econbiz.de/10005353198

Robustness of ARCH Tests in the Presence of Serial Correlation

Silvapulle, Param; Lee, J. - Department of Economics and Finance, La Trobe Business … - 1993

Persistent link: https://www.econbiz.de/10010541505

ROBUST M-TESTS

Peracchi, Franco - C.V. Starr Center for Applied Economics, Department of … - 1990

Persistent link: https://www.econbiz.de/10005826922

SOME QUALMS ABOUT THE REST OF THE INSTITUTIONALIST HYPOTHESIS OF THE LONG -RUN BEHAVIOR OF VELOCITY

RAJ, B.; SIKLOS, P.L. - School of Business and Economics, Wilfrid Laurier University - 1988

Persistent link: https://www.econbiz.de/10005774070

Testing(p,q) in the Armax(p,q)-Model.

Wegge, L.L. - California Davis - Institute of Governmental Affairs - 1992

Persistent link: https://www.econbiz.de/10005774140

Garch Effects on a Test of Cointegration.

Franses, P.H.; Kofman, P.; Moser, J. - Econometrisch Instituut, Faculteit der Economische … - 1992

Persistent link: https://www.econbiz.de/10005775822

Pitfalls and Opportunities: What Macroeconomics should know about unit roots.

Campbell, J.Y.; Perron, P. - Econometrics Research Program, Department of Economics - 1991

Persistent link: https://www.econbiz.de/10005775996

BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances.

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

Persistent link: https://www.econbiz.de/10005776005

JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS.

BERA, A.K.; MCALEER, M.; PESARAN, M.H. - Department of Economics, University of California-Los … - 1989

Persistent link: https://www.econbiz.de/10005777158

Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.

Mackinnon, J.G.; Haug, A.A.; Michelis, L. - Groupement de Recherche en Économie Quantitative … - 1996

functions of the tests for cointegration proposed by Johansen. The paper provides accurate tables of asymptotic critical values …

Persistent link: https://www.econbiz.de/10005779643