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Alternative Tests of the Rational Expectations Hypothesis in Economic Dynamical Models.

Guesnerie, R. - Département et Laboratoire d'Économie Théorique … - 1992

Persistent link: https://www.econbiz.de/10005212129

Liebi, Thomas - Department Volkswirtschaftlehre, Universität Bern - 2003

. The underlying paper analyzes consumers' demand for product tests in a surrounding of symmetric but imperfect information …

Persistent link: https://www.econbiz.de/10005212446

An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model.

Bailey, R.W.; Taylor, A.M.R. - Department of Economics, University of Birmingham - 2000

In this paper we consider the problem of testing the null hypothesis that a series has a constant level against the alternative that the level follows a random walk. This problem has previously been studied by inter alia, Nyblom and Makelainen in the context of the orthogonal random walk plus...

Persistent link: https://www.econbiz.de/10005086690

Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.

Hao, K. - Department of Econometrics and Business Statistics, … - 1996

This paper compares and generalizes some testing procedures for structural change in the context of cointegrated regression models.

Persistent link: https://www.econbiz.de/10005087594

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

Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie

Dufour, J.M. - Centre Interuniversitaire de Recherche en Économie … - 2001

Dans ce texte, nous analysons les developpements recents de l'econometrie a la lumiere de la theorie des tests …

Persistent link: https://www.econbiz.de/10005345992

Exact Inference Methods for First-Order Autoregressive Distributed Lag Models.

Dufour, J.M.; Kiviet, J.F. - Centre Interuniversitaire de Recherche en Économie … - 1995

Persistent link: https://www.econbiz.de/10005345998

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

Dufour, J.M.; Khalaf, L.; Bernard, J.T.; Genest, I. - Centre Interuniversitaire de Recherche en Économie … - 2001

In this paper we describe a solution to the problem of controlling the size of homoskedasticity tests in linear …

Persistent link: https://www.econbiz.de/10005346015

ON A CONJECTURE OF EDELMAN ON NONPARAMETRIC T-TESTS

DUFOUR, J-M.; HALLIN, M. - Centre Interuniversitaire de Recherche en Économie … - 1989

Persistent link: https://www.econbiz.de/10005346029