On the power of tests for superexogeneity and structural invariance (Q1915468)

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On the power of tests for superexogeneity and structural invariance
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    On the power of tests for superexogeneity and structural invariance (English)
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    16 June 1996
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    Lucas critique
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    tables
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    finite-sample power
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    tests of structural invariance
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    contemporaneous conditioning variables
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    direct parametric tests of superexogeneity
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    indirect procedures
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    temporal stability tests
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    Monte Carlo analysis
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    short-term interest rate
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