Narrow search
Showing 1 - 8 of 8
Cover Image
Formulating Wald tests of the restrictions implied by the rational expectations hypothesis
Gregory, Allan W. - In: Journal of applied econometrics 2 (1987) 1, pp. 61-68
Persistent link: https://www.econbiz.de/10001092247
Cover Image
Mixed signals among tests for cointegration
Gregory, Allan W.; Haug, Alfred Albert; Lomuto, Nicoletta - In: Journal of applied econometrics 19 (2004) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10001924682
Cover Image
US fiscal policy shocks : proxy-SVAR overidentification via GMM
Gregory, Allan W.; McNeil, James; Smith, Gregor W. - In: Journal of applied econometrics 39 (2024) 4, pp. 607-619
Persistent link: https://www.econbiz.de/10014562837
Cover Image
Long-run monetary neutrality and long-horizon regressions
Coe, Patrick J.; Nason, James Michael - In: Journal of applied econometrics 19 (2004) 3, pp. 355-373
Persistent link: https://www.econbiz.de/10002102164
Cover Image
Identifying the new Keynesian Phillips curve
Nason, James Michael; Smith, Gregor W. - In: Journal of applied econometrics 23 (2008) 5, pp. 525-551
Persistent link: https://www.econbiz.de/10003760412
Cover Image
Mixed signals among tests for cointegration
Gregory, Allan W.; Haug, Alfred A.; Lomuto, Nicoletta - In: Journal of applied econometrics 19 (2004) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10006965032
Cover Image
Identifying the new Keynesian Phillips curve
Nason, James M.; Smith, Gregor W. - In: Journal of applied econometrics 23 (2008) 5, pp. 525-552
Persistent link: https://www.econbiz.de/10008092825
Cover Image
Long-run monetary neutrality and long-horizon regressions
Coe, Patrick J.; Nason, James M. - In: Journal of applied econometrics 19 (2004) 3, pp. 355-374
Persistent link: https://www.econbiz.de/10006963581