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A Simple Framework for Non-Par...
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1
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:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT.
HANSEN, B.E.
-
University of Rochester - Center for Economic Research …
-
1990
Persistent link: https://www.econbiz.de/10005504030
Saved in:
7
Testing Causality Between Two Vectors in Multivariate Arma Models.
Boudjellaba, B.
;
Dufour, J.M.
;
Roy, R.
-
Département de Sciences Économiques, Université de …
-
1991
Persistent link: https://www.econbiz.de/10005731958
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8
THE TIME-VARYING-PARAMETER MODEL AS AN ALTERNATIVE TO ARCH FOR MODELING CHANGING CONDITIONAL VARIANCE: THE CASE OF THE LUCAS HYPOTHESIS.
NELSON, C.R.
;
KIM, C-J.
-
Department of Economics, University of Washington
-
1988
Persistent link: https://www.econbiz.de/10005618531
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9
Tests
of Independence in Parametric Models : with Applications and Illustrations.
Cameron, C.
;
Trivedi, P.K.
-
CentER for Economic Research, Universiteit van Tilburg
-
1992
Persistent link: https://www.econbiz.de/10005618569
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10
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
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