Some Tests of Dynamic Specification for a Single Equation
DOI10.2307/1912938zbMATH Open0474.62108OpenAlexW2150726180WikidataQ56698648 ScholiaQ56698648MaRDI QIDQ3928893FDOQ3928893
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Publication date: 1980
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912938
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84) Economic growth models (91B62)
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- THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
- Structural attribution of observed volatility clustering
- Invariance and the Wald test
- Cointegration tests in the presence of structural breaks
- GEL criteria for moment condition models
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
- On the formulation of empirical models in dynamic econometrics
- A simple message for autocorrelation correctors: Don't
- On Wald tests for globally and locally quadratic restrictions
- The significance of testing empirical non-nested models
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
- Testing strategies for model specification
- Empirical modeling in dynamic econometrics
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