On the power of tests for superexogeneity and structural invariance

Journal of Econometrics

Volumn 72, Issue 1-2, 1996, Pages 151-175

  Psaradakis, Zacharias ^a   Sola, Martin ^b,c  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF LONDON   (United Kingdom)

^c LONDON BUSINESS SCHOOL   (United Kingdom)

Author keywords

Lucas critique; Monte Carlo; Structural invariance; Superexogeneity; Term structure of interest rates

Indexed keywords

EID: 0000198094     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01718-2     Document Type: Article

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