Pages that link to "Item:Q3709757"

The following pages link to On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships (Q3709757):

Displaying 23 items.

• The Lagrange multiplier test for autocorrelation in the presence of linear restrictions (Q375061) (← links)
• Erratum: An analysis of non-insurance work incentives (Q902643) (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
• Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
• Model specification tests. A simultaneous approach (Q1053408) (← links)
• ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
• Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
• Full maximum likelihood estimation of dynamic demand models (Q1377333) (← links)
• Should stochastic or non-stochastic exogenous variables be used in Monte Carlo experiments? (Q1392156) (← links)
• Omitted variable tests and dynamic specification. An application to demand homogeneity (Q1577044) (← links)
• On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226) (← links)
• Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
• Specification testing in Markov-switching time-series models (Q1906290) (← links)
• The misspecification of dynamic regression models (Q1918127) (← links)
• Misspecification tests and their uses in econometrics (Q1918128) (← links)
• The relative power of zero-padding when testing for serial correlation using artificial regressions (Q2365312) (← links)
• A simple and effective misspecification test for the double-hurdle model (Q2453019) (← links)
• Robust and efficient specification tests in Markov-switching autoregressive models (Q2694804) (← links)
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
• Testing autocorrelation in a system perspective testing autocorrelation (Q4935451) (← links)
• A robust test for autocorrelation in the presence of a structural break in variance (Q5220009) (← links)
• The use of dummy variables in consumption models (Q5750319) (← links)