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Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory

Ghysels, E.; Hall, A. - Département de Sciences Économiques, Université de … - 1987

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...

Persistent link: https://www.econbiz.de/10005545662

The Use of Box-Cox Transformations in Regression Models with Heteroskedastic Autoregressive Residuals

Gaudry, M.J.I.; Dagenais, M.G. - Département de Sciences Économiques, Université de … - 1978

Persistent link: https://www.econbiz.de/10005545795

Multiple Regression Analysis with Incomplete Observations, From a Beyesian Viewpoint

Dagenais, M.G. - Département de Sciences Économiques, Université de … - 1972

Persistent link: https://www.econbiz.de/10005729792

Modele de Regressin Avec Variables D'ecart

Loranger, J.G. - Département de Sciences Économiques, Université de … - 1974

Persistent link: https://www.econbiz.de/10005729844

The Comparison of Linear Regression Models Containing Equal Numbers of Parameters, with Non-Informative Priors

Dagenais, M.G. - Département de Sciences Économiques, Université de … - 1973

Persistent link: https://www.econbiz.de/10005729869

The Computation of Full Information Maximum Likelihood Estimates As Iterative Seemingly Unrelated Regressions Estimates

Dagenais, M.G. - Département de Sciences Économiques, Université de … - 1975

Persistent link: https://www.econbiz.de/10005731913

A Skeleton Key to the Econometrics of the Producer's Behavior

Bronsard, C.; Salvas-Bronsard, L. - Département de Sciences Économiques, Université de … - 1988

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...

Persistent link: https://www.econbiz.de/10005731971

Asymptotic Behavior and Small Sample Performance: Experiments on Regression Parameter Estimation with Incomplete Observations

Dagenais, M.G. - Département de Sciences Économiques, Université de … - 1972

Persistent link: https://www.econbiz.de/10005133155

Optimal Invariant Tests for the Autocorrelation Coefficient in Linear Regressions with Stationary and Nonstationary Ar(1) Errors

Dufour, J.M.; King, M.L. - Département de Sciences Économiques, Université de … - 1989

Persistent link: https://www.econbiz.de/10005133188

A Distributed "Lag" for Spatially Correlated Residuals

Blum, U.C.H. - Département de Sciences Économiques, Université de … - 1987

We Propose a Regression Model Accounting for Spatial Correlation Among Residuals Where the Data Decides on the Level of Impact of Increasing Degrees of Contiguity.

Persistent link: https://www.econbiz.de/10005133212