Similar Search Results

Testing for Unit Roots in Heterogeneous Panels.

Pasaran, M.H.; Im, K.S.; Shin, Y. - Faculty of Economics, University of Cambridge - 1995

Persistent link: https://www.econbiz.de/10005272584

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

RAJ, B.; SIKLOS, P.L. - Department of Economics, School of Business and Economics - 1988

Persistent link: https://www.econbiz.de/10005242925

Some Consequences of Model Misspecification for t Testing in a Structural Equation.

Skeels, C.; Smith, M.D. - School of Business, University of Western Sydney - 1993

Persistent link: https://www.econbiz.de/10005207614

Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes.

Dolado, Juan J.; Mármol, Francisco - Banco de España - 1996

In this paper we address the issue of the efficient estimation of the cointegrating vector in linear regression models with variables that follow general (higher order and fractionally) integrated processes.

Persistent link: https://www.econbiz.de/10005088308

TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS.

ENGLE, R.; HENDRY, D. - Department of Economics, Oxford University - 1990

Persistent link: https://www.econbiz.de/10005047973

A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Methods of Moments Estimators.

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1988

Un Test de la Stabilite Structurelle des Parametres Estimee Par la Methode des Moments Generalisee (Mmg) Est Presente. le Test Est Predictif, Base Sur L'examen de Previsions Sur un Sous-Echantillon le Test S'applique Sur une Grande Variete de Modeles D'inference Dynamiques, Modeles D'equations...

Persistent link: https://www.econbiz.de/10005018019