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Estimating linear quadratic models with integrated processes
Gregory, Allan W.; Pagan, Adrian R.; Smith, Gregor W. - 1990
Persistent link: https://www.econbiz.de/10000798412
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Calibration as estimation
Gregory, Allan W. - In: Econometric reviews 9 (1990) 1, pp. 57-89
Persistent link: https://www.econbiz.de/10001094749
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Calibration as estimation
Gregory, Allan W.; Smith, Gregor W. - 1987
Persistent link: https://www.econbiz.de/10003533160
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Structural change tests based on implied probabilities for gel criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric theory 28 (2012) 6, pp. 1186-1228
Persistent link: https://www.econbiz.de/10009743176
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Structural change tests for GEL criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric reviews 37 (2018) 6/10, pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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A nonparametric test for autoregressive conditional heteroscedasticity : a Markov-chain approach
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10001090231
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 3, pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
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Testing nested functional forms of money demand for Canada
Gregory, Allan W. - In: Journal of quantitative economics : official journal of … 1 (1985) 2, pp. 211-230
Persistent link: https://www.econbiz.de/10001056919
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Testing for cointegration in linear quadratic models
Gregory, Allan W. - 1991
Persistent link: https://www.econbiz.de/10000129420
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Common and country-specific fluctuations in productivity, investment, and the current account
Gregory, Allan W.; Head, Allen - In: Journal of monetary economics 44 (1999) 3, pp. 423-451
Persistent link: https://www.econbiz.de/10001434982