Similar Search Results

Empirically relevant power comparisons for limited dependent variable models

Savin, N. Eugene; Würtz, Allan H. - 1999

Persistent link: https://www.econbiz.de/10001402239

Measuring the cyclical behavior of home production : a macroeconomic analysis

Ingram, Beth Fisher - 1995

Persistent link: https://www.econbiz.de/10000917658

Using theory for measurement : an analysis of the cyclical behavior of home production

Ingram, Beth Fisher - In: Journal of monetary economics 40 (1997) 3, pp. 435-456

Persistent link: https://www.econbiz.de/10001231058

Testing for zero autocorrelation in the presence of statistical dependence

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: Econometric theory 18 (2002) 3, pp. 730-743

Persistent link: https://www.econbiz.de/10001673455

Learning and communication in sender-receiver games : an econometric investigation

Blume, Andreas; DeJong, Douglas V.; Neumann, George R.; … - In: Journal of applied econometrics 17 (2002) 3, pp. 225-247

Persistent link: https://www.econbiz.de/10001676813

Testing for autocorrelation using a modified box-pierce Q test

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: International economic review 42 (2001) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10001562214

Mirror-image and invariant distributions in ARMA models

Cryer, Jonathan D. - In: Econometric theory 5 (1989) 1, pp. 36-52

Persistent link: https://www.econbiz.de/10001065764

The danger of extrapolating asymptotic local power

Nelson, Forrest D. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 4, pp. 977-981

Persistent link: https://www.econbiz.de/10001091329

The exact moments of the least-squares estimator for the autoregressive model : corrections and extensions

Nankervis, John C. - In: Journal of econometrics 3 (1988), pp. 381-388

Persistent link: https://www.econbiz.de/10001040761

Modeling the Cross Section of Stock Returns: A Model Pooling Approach

O’Doherty, Michael; Savin, N. E.; Tiwari, Ashish - In: Journal of Financial and Quantitative Analysis 47 (2012) 06, pp. 1331-1360

Model selection (i.e., the choice of an asset pricing model to the exclusion of competing models) is an inherently misguided strategy when the true model is unavailable to the researcher. This paper illustrates the advantages of a model pooling approach in characterizing the cross section of...

Persistent link: https://www.econbiz.de/10011120761