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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

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

A Note on Identification Test Procedures.

Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1991

Persistent link: https://www.econbiz.de/10005344568

Time Irreversibility and Business Cycle Asymmetry

Ramsey, J.B.; Rothman, P. - C.V. Starr Center for Applied Economics, Department of … - 1993

Persistent link: https://www.econbiz.de/10005351014

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

Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.

Ghysels, E.; Granger, C.W.J.; Siklos, P.L. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005353052

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

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