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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
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Local Indentifiability on the Factor Analysis and Maesurement Error Model Parameter.
Wegge, L.L. - California Davis - Institute of Governmental Affairs - 1990
Persistent link: https://www.econbiz.de/10005474463
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Optimal Control Without Solving the Bellman Equations.
Chow, G.C. - Econometrics Research Program, Department of Economics - 1992
Persistent link: https://www.econbiz.de/10005474997
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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/10005432422
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PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.
BAILLIE, R.T.; BOLLERSLEV, R.T. - Economics Department, Michigan State University - 1990
Persistent link: https://www.econbiz.de/10005781229
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Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.
Ghysels, E.; Lee, H.S.; Noh, J. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005729622
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Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.
Dufour, J.M.; Farhat, A. - Centre Interuniversitaire de Recherche en Économie … - 2001
In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical …
Persistent link: https://www.econbiz.de/10005729638
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Testing Causality Between Two Vextors in Multivariate Arma Models.
Boudjellaba, B.; Dufour, J.-M.; Roy, R. - Centre Interuniversitaire de Recherche en Économie … - 1991
Persistent link: https://www.econbiz.de/10005729645
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Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem.
Campbell, B.; Dufour, J.M. - Département de Sciences Économiques, Université de … - 1991
Persistent link: https://www.econbiz.de/10005729763
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Testing for Unit Roots in Sesonal Time Series ; Some Theoretical and Monte Carlo Investigation.
Ghysels, E.; Lee, H.S.; Noh, J. - Département de Sciences Économiques, Université de … - 1991
Persistent link: https://www.econbiz.de/10005729909