Pages that link to "Item:Q3862307"
From MaRDI portal
The following pages link to An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification (Q3862307):
Displaying 12 items.
- Residual autocorrelation testing for vector error correction models (Q278197) (← links)
- The Lagrange multiplier test for autocorrelation in the presence of linear restrictions (Q375061) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Bootstrap-based critical values for tests of common factor restrictions (Q1128779) (← links)
- A reply to Professors Maasoumi and Phillips (Q1173370) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- Monte Carlo response surfaces: A comparative approach (Q1345574) (← links)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- Computing Wald criteria for nested hypotheses (Q3814627) (← links)
- LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993 (Q4561963) (← links)