On the power of tests for superexogeneity and structural invariance

DOI10.1016/0304-4076(94)01718-2zbMath0842.62098OpenAlexW2095536175MaRDI QIDQ1915468

Zacharias Psaradakis, Martin Sola

Publication date: 16 June 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01718-2

zbMATH Keywords

tablesMonte Carlo analysisshort-term interest rateLucas critiquecontemporaneous conditioning variablesdirect parametric tests of superexogeneityfinite-sample powerindirect procedurestemporal stability teststests of structural invariance

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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