On the power of tests for superexogeneity and structural invariance (Q1915468)
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scientific article; zbMATH DE number 890000
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| English | On the power of tests for superexogeneity and structural invariance |
scientific article; zbMATH DE number 890000 |
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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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0.7928600311279297
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0.7231005430221558
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0.7208189964294434
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0.7206045389175415
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0.7185583114624023
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