The Lucas critique revisited: Assessing the stability of empirical Euler equations for investment
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Publication:1906299
DOI10.1016/0304-4076(94)01693-3zbMATH Open0834.62107OpenAlexW2069719026MaRDI QIDQ1906299FDOQ1906299
Authors: Stephen D. Oliner, Glenn D. Rudebusch, Daniel Sichel 
Publication date: 8 April 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01693-3
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Cites Work
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- Generalized method of moments specification testing
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- Automatic Lag Selection in Covariance Matrix Estimation
- A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
- Inference in Nonlinear Econometric Models with Structural Change
- Hypothesis Testing with Efficient Method of Moments Estimation
- Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
- Recursive stability analysis of linear regression relationships. An exploratory methodology
- Generalized Predictive Tests and Structural Change Analysis in Econometrics
- Are consumption-based intertemporal capital asset pricing models structural?
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Econometric Implications of the Rational Expectations Hypothesis
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