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Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions

Banerjee, Anindya; Dolado, Juan; Galbraith, John W. - In: Economics Letters 32 (1990) 1, pp. 19-24

Persistent link: https://www.econbiz.de/10005175067

The econometric analysis of economic policy

Banerjee, Anindya; Hendry, David F.; Mizon, Grayham E. - 1996

Persistent link: https://www.econbiz.de/10000962175

The econometrics of economic policy : special issue ; based on the proceedings of a Conference on the Econometrics of Economic Policy, European University Institute, Fiesole (12 -...

Banerjee, Anindya (contributor); … - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 567-819

Persistent link: https://www.econbiz.de/10001210620

Testing integration and cointegration : an overview

Banerjee, Anindya - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 225-255

Persistent link: https://www.econbiz.de/10001330275

The econometric analysis of economic policy

Banerjee, Anindya - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 573-600

Persistent link: https://www.econbiz.de/10001334934

The econometric analysis of economic policy

Banerjee, Anindya - 1996

Persistent link: https://www.econbiz.de/10013420096

On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors

Banerjee, Anindya; Dolado, Juan J.; Mestre, Ricardo - 1995

This paper considers the trade-off, for cointegration tests, between dimension and power: that is, we compare the power performance of test-statistics which are dimension-invariant but impose common-factor restrictions with tests which are not dimension free but do not impose those restrictions....

Persistent link: https://www.econbiz.de/10011940581

On the power of cointegration tests : dimension invariance vs. common factors

Banerjee, Anindya; Dolado, Juan J.; Mestre, Ricardo - 1995 - rev.

Persistent link: https://www.econbiz.de/10000561596

Do we reject rational expectations models too often? : interpreting evidence using Nagar expansions

Banerjee, Anindya - In: Economics letters 1 (1987), pp. 27-32

Persistent link: https://www.econbiz.de/10001032508

Tests of the life cycle-permanent income hypothesis in the presence of random walks : asymptotic theory and small-sample interpretations

Banerjee, Anindya - In: Oxford economic papers 40 (1988) 4, pp. 610-633

Persistent link: https://www.econbiz.de/10001070479