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Volumn 58, Issue 4, 1996, Pages 735-763

Testing parameter constancy and super exogeneity in econometric equations

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EID: 17644377643     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0084.1996.mp58004008.x     Document Type: Article
Times cited : (137)

References (16)
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  • 2
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  • 3
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  • 4
    • 0002158185 scopus 로고    scopus 로고
    • Testing the Adequacy of Smooth Transition Autoregressive Models
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    • Eitrheim, Ø.1    Teräsvirta, T.2
  • 5
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    • Testing Superexogeneity and Invariance in Regression Models
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    • PC-GIVE and David Hendry's Econometric Methodology
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    • (1990) Revista de Econometria , vol.10 , pp. 7-117
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  • 9
    • 0001384608 scopus 로고
    • The Lucas Critique in Practice: Theory Without Measurement
    • Hoover, K. D. (ed.), Kluwer Academic Publishers, Boston
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  • 10
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    • Testing the Lucas Critique: A Review
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    • Favero, C.1    Hendry, D.F.2
  • 11
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    • The Norwegian Consumption Function: A Comment
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    • Modelling the Demand for Narrow Money in the United Kingdom and the United States
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  • 15
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    • Nymoen, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.