On the power of tests for superexogeneity and structural invariance (Q1915468)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the power of tests for superexogeneity and structural invariance |
scientific article |
Statements
On the power of tests for superexogeneity and structural invariance (English)
0 references
16 June 1996
0 references
Lucas critique
0 references
tables
0 references
finite-sample power
0 references
tests of structural invariance
0 references
contemporaneous conditioning variables
0 references
direct parametric tests of superexogeneity
0 references
indirect procedures
0 references
temporal stability tests
0 references
Monte Carlo analysis
0 references
short-term interest rate
0 references
0 references
0 references
0 references
0 references
0 references
0 references