In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural Parameter Stability of Gmm Estimates. the Test Is Inspired by the Fact That "Taste and Technology" Parameters Are Uncovered. the Second Set of Specification Tests Are Var...

This Paper Proposes Some New Tests for Detecting the Presence of a Unit Root in Quite General Time Series Modesl. Our Approach Is Nonparametric with Respect to Nuisance Parameters and Thereby Allows for a Very Wide Class of Weakly Dependent and Possibly Heterogeneously Distributed Data. the...

This Paper Presents the Producer's Decision-Making Problem in Order to Test a Model of the Joint Determination of Physical and Financial Factor Demands. a Structural Model Is Defined in Which the Three Basic Neoclassical Models of the Producer's Behavior Are Embodied. the Structural Model...