-
2
-
-
0000209591
-
Optimal Tests When a Nuisance Parameter is Present only under the Alternative
-
ANDREWS, D.W.K. AND W. PLOBERGER, "Optimal Tests When A Nuisance Parameter is Present Only Under the Alternative," Econometrica 62 (1994), 1383-1414.
-
(1994)
Econometrica
, vol.62
, pp. 1383-1414
-
-
Andrews, D.W.K.1
Ploberger, W.2
-
3
-
-
0022863898
-
Mixing Properties of Harris Chains and Autoregressive Processes
-
ATHREYA, K.B. AND S.G. PANTULA, "Mixing Properties of Harris Chains and Autoregressive Processes," Journal of Applied Probability 23 (1986), 880-892.
-
(1986)
Journal of Applied Probability
, vol.23
, pp. 880-892
-
-
Athreya, K.B.1
Pantula, S.G.2
-
4
-
-
0347640170
-
-
mimeo, Southern Methodist University
-
BALKE, N.S., "Consumption Anomalies: Outliers, Nonlinear Dynamics, and Other 'Noise'," mimeo, Southern Methodist University, 1992.
-
(1992)
Consumption Anomalies: Outliers, Nonlinear Dynamics, and Other 'Noise'
-
-
Balke, N.S.1
-
5
-
-
84959805365
-
Firing Costs and Labor Demand: How Bad is Eurosclerosis?
-
BENTOLILA, S. AND G. BERTOLA, "Firing Costs and Labor Demand: How Bad is Eurosclerosis?" Review of Economic Studies 57 (1990), 381-402.
-
(1990)
Review of Economic Studies
, vol.57
, pp. 381-402
-
-
Bentolila, S.1
Bertola, G.2
-
7
-
-
0347009366
-
Nonparametric Cointegration Analysis
-
forthcoming
-
BIERENS, H., "Nonparametric Cointegration Analysis," forthcoming, Journal of Econometrics (1996).
-
(1996)
Journal of Econometrics
-
-
Bierens, H.1
-
8
-
-
0346379369
-
Testing Stationarity Against the Unit Root Hypothesis
-
_ AND S. GUO, "Testing Stationarity Against the Unit Root Hypothesis," Econometric Reviews 12 (1993), 1-32.
-
(1993)
Econometric Reviews
, vol.12
, pp. 1-32
-
-
Guo, S.1
-
9
-
-
84981411556
-
On the Existence of Stationary Threshold Autoregressive Moving Average Processes
-
BROCKWELL, P.J., J. LIU, AND R. TWEEDIE, "On the Existence of Stationary Threshold Autoregressive Moving Average Processes," Journal of Time Series Analysis 13 (1992), 95-107.
-
(1992)
Journal of Time Series Analysis
, vol.13
, pp. 95-107
-
-
Brockwell, P.J.1
Liu, J.2
Tweedie, R.3
-
10
-
-
0001271653
-
Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis
-
CAMPBELL, J.Y., "Does Saving Anticipate Declining Labor Income? An Alternative Test of the Permanent Income Hypothesis," Econometrica 55 (1987), 1249-1274.
-
(1987)
Econometrica
, vol.55
, pp. 1249-1274
-
-
Campbell, J.Y.1
-
11
-
-
84936220056
-
Cointegration and Tests of Present Value Models
-
_ AND R.J. SHILLER, "Cointegration and Tests of Present Value Models," Journal of Political Economy 95 (1987), 1062-1088.
-
(1987)
Journal of Political Economy
, vol.95
, pp. 1062-1088
-
-
Shiller, R.J.1
-
12
-
-
21144465257
-
Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model
-
CHAN, K.S., "Consistency and Limiting Distribution of the Least Squares Estimator of a Threshold Autoregressive Model," The Annals of Statistics 21 (1993), 520-533.
-
(1993)
The Annals of Statistics
, vol.21
, pp. 520-533
-
-
Chan, K.S.1
-
13
-
-
0022082342
-
A Multiple Threshold Model AR(1) Model
-
_, J. PETRUCELLI, H. TONG, AND S. WOOLFORD, "A Multiple Threshold Model AR(1) Model," Journal of Applied Probability 22 (1985), 267-279.
-
(1985)
Journal of Applied Probability
, vol.22
, pp. 267-279
-
-
Petrucelli, J.1
Tong, H.2
Woolford, S.3
-
14
-
-
0000773483
-
On the Use of the Deterministic Lyapunov Functions for the Egodicity of Stochastic Difference Equations
-
_ AND H. TONG, "On the Use of the Deterministic Lyapunov Functions for the Egodicity of Stochastic Difference Equations," Advances in Applied Probability 17 (1985), 666-678.
-
(1985)
Advances in Applied Probability
, vol.17
, pp. 666-678
-
-
Tong, H.1
-
17
-
-
0017755296
-
Hypothesis Testing When a Nuisance Parameter is Present only under the Alternative
-
DAVIES, R.B., "Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative," Biometrika 64 (1977), 247-254.
-
(1977)
Biometrika
, vol.64
, pp. 247-254
-
-
Davies, R.B.1
-
18
-
-
24944532669
-
Hypothesis Testing When a Nuisance Parameter is Present only under the Alternative
-
_, "Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative," Biometrika 74 (1987), 33-43.
-
(1987)
Biometrika
, vol.74
, pp. 33-43
-
-
-
19
-
-
0001558661
-
Testing Structural Stability with Endogenous Break Point: A Size Comparison of Analytic and Bootstrap Procedures
-
DIEBOLD, F. AND C. CHEN, "Testing Structural Stability with Endogenous Break Point: A Size Comparison of Analytic and Bootstrap Procedures," Journal of Econometrics 70 (1996), 221-242.
-
(1996)
Journal of Econometrics
, vol.70
, pp. 221-242
-
-
Diebold, F.1
Chen, C.2
-
20
-
-
0000013567
-
Co-integration and Error Correction: Representation, Estimation, and Testing
-
ENGLE, R.F. AND C.W.J. GRANGER, "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica 55 (1987), 251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
21
-
-
84981566273
-
Developments in the Study of Cointegrated Economic Variables
-
GRANGER, C.W.J., "Developments in the Study of Cointegrated Economic Variables," Oxford Bulletin of Economics and Statistics 46 (1986), 213-228.
-
(1986)
Oxford Bulletin of Economics and Statistics
, vol.46
, pp. 213-228
-
-
Granger, C.W.J.1
-
22
-
-
0030373966
-
Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis
-
HANSEN, B., "Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis," Econometrica 64 (1996), 413-430.
-
(1996)
Econometrica
, vol.64
, pp. 413-430
-
-
Hansen, B.1
-
24
-
-
0000158117
-
Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Models
-
JOHANSEN, S., "Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Models," Econometrica 59 (1991), 1551-1580.
-
(1991)
Econometrica
, vol.59
, pp. 1551-1580
-
-
Johansen, S.1
-
25
-
-
84981579311
-
Maximum Likelihood Estimation and Inference on Cointegration - With Applications to the Demand for Money
-
_ AND K. JUSELIUS, "Maximum Likelihood Estimation and Inference on Cointegration - with Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics 52 (1990), 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, pp. 169-210
-
-
Juselius, K.1
-
26
-
-
34247480179
-
Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root
-
KWIATKOWSKI, D., P.C.B. PHILLIPS, P. SCHMIDT, AND Y. SHIN, "Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root," Journal of Econometrics 54 (1992), 159-178.
-
(1992)
Journal of Econometrics
, vol.54
, pp. 159-178
-
-
Kwiatkowski, D.1
Phillips, P.C.B.2
Schmidt, P.3
Shin, Y.4
-
27
-
-
0002378331
-
Critical Values for Cointegration Tests
-
R.F. Engle and C.W.J. Granger, eds., Oxford University Press
-
MACKINNON, J.G., "Critical Values for Cointegration Tests," in R.F. Engle and C.W.J. Granger, eds., Long-Run Economic Relationships: Readings in Cointegration (Oxford University Press, 1991, pp. 267-276).
-
(1991)
Long-Run Economic Relationships: Readings in Cointegration
, pp. 267-276
-
-
Mackinnon, J.G.1
-
28
-
-
0000696607
-
A Model of the Demand for Money by Firms
-
MILLER, M. AND D. ORR, "A Model of the Demand for Money by Firms," Quarterly Journal of Economics 100 (1966), 529-539.
-
(1966)
Quarterly Journal of Economics
, vol.100
, pp. 529-539
-
-
Miller, M.1
Orr, D.2
-
29
-
-
0001146404
-
A Portmanteau Test for Self-Exciting Threshold Autoregressive-Type Nonlinearity in Time Series
-
PETRUCCELLI, J. AND N. DAVIES, "A Portmanteau Test for Self-Exciting Threshold Autoregressive-Type Nonlinearity in Time Series," Biometrika 73 (1986), 687-694.
-
(1986)
Biometrika
, vol.73
, pp. 687-694
-
-
Petruccelli, J.1
Davies, N.2
-
30
-
-
0000308535
-
Time Series Regression with a Unit Root
-
PHILLIPS, P.C.B., "Time Series Regression with a Unit Root," Econometrica 55 (1987), 277-302.
-
(1987)
Econometrica
, vol.55
, pp. 277-302
-
-
Phillips, P.C.B.1
-
31
-
-
0030374073
-
Econometric Model Determination
-
_, "Econometric Model Determination," Econometrica 64 (1996), 763-812.
-
(1996)
Econometrica
, vol.64
, pp. 763-812
-
-
-
32
-
-
77956888124
-
Testing for Unit Root in Times Series Regression
-
_ AND P. PERRON, "Testing for Unit Root In Times Series Regression," Biometrika 75 (1988), 335-346.
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Perron, P.1
-
33
-
-
84981566396
-
A Note on the Empirical Power of Unit Root Tests under Threshold Processes
-
PIPPENGER, M. AND G. GOERING, "A Note on the Empirical Power of Unit Root Tests under Threshold Processes," Oxford Bulletin of Economics and Statistics 55 (1993), 473-481.
-
(1993)
Oxford Bulletin of Economics and Statistics
, vol.55
, pp. 473-481
-
-
Pippenger, M.1
Goering, G.2
-
34
-
-
0002467137
-
The Optimality of (S, s) Policies in the Dynamic Inventory Problem
-
K. Arrow, S. Karlin, and P. Suppes, eds., Stanford University Press
-
SCARF, H., "The Optimality of (S, s) Policies in the Dynamic Inventory Problem," in K. Arrow, S. Karlin, and P. Suppes, eds., Mathematical Methods in the Social Sciences (Stanford University Press, 1960, pp. 196-202).
-
(1960)
Mathematical Methods in the Social Sciences
, pp. 196-202
-
-
Scarf, H.1
-
35
-
-
0000286280
-
Optimum Pricing Policy under Stochastic Inflation
-
SHESHINSKI, E. AND Y. WEISS, "Optimum Pricing Policy under Stochastic Inflation," Review of Economic Studies 43 (1983), 513-529.
-
(1983)
Review of Economic Studies
, vol.43
, pp. 513-529
-
-
Sheshinski, E.1
Weiss, Y.2
-
36
-
-
0000769775
-
Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
-
STOCK, J., "Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors," Econometrica 55 (1987), 1035-1056.
-
(1987)
Econometrica
, vol.55
, pp. 1035-1056
-
-
Stock, J.1
-
37
-
-
0001527764
-
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
-
_ AND M. WATSON, "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrica 61 (1993), 783-820.
-
(1993)
Econometrica
, vol.61
, pp. 783-820
-
-
Watson, M.1
-
38
-
-
0001590528
-
Non-linear Time Series and Markov Chains
-
TJØSTHEIM, D., "Non-linear Time Series and Markov Chains," Advances in Applied Probability 22 (1990), 587-611.
-
(1990)
Advances in Applied Probability
, vol.22
, pp. 587-611
-
-
Tjøstheim, D.1
-
39
-
-
0000762808
-
Testing and Modeling Threshold Autoregressive Processes
-
TSAY, R.S., "Testing and Modeling Threshold Autoregressive Processes," Journal of the American Statistical Association 82 (1989), 590-604.
-
(1989)
Journal of the American Statistical Association
, vol.82
, pp. 590-604
-
-
Tsay, R.S.1
|