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...

The Interest in Understanding Inventory Behavior Is Great; Yet Econometric Results Are Not Impressive, and the Most Widely Used Theoretical Model Has Been Rejected by Several Studies. the Paper Reconsiders Some Simple But Important Features of the Data. the Findings Do Not Correspond to What Is...

Un Test de la Stabilite Structurelle des Parametres Estimee Par la Methode des Moments Generalisee (Mmg) Est Presente. le Test Est Predictif, Base Sur L'examen de Previsions Sur un Sous-Echantillon le Test S'applique Sur une Grande Variete de Modeles D'inference Dynamiques, Modeles D'equations...

In This Paper We Analyse the Effect of Seasonal Fluctuations Monthly Business in Survey Responses. We Study the Belgium Data Because This Questionnaires Have Some Interesting Aspects with Regard to Seasonality Which Allow Us to Look At the Impact of Seasonality on the Estimation of Log-Linear...

This Paper Proposes a General Method to Build Exact Tests and Confidence Sets in Linear Regressions with First-Order Autoregressive Gaussian Disturbances. Because of a Nuisance Parameter Problem, We Argue That Generalized Bounds Tests and Conservative Confidence Sets Provide Natural Inference...

Ce Texte Developpe des Methodes D'inference Non Parametriques Pour le Processus Autoregressif D'ordre Un. le Probleme Etudie Est de Tester N'importe Quelle Hypothese Affirmant Que le Coefficient D'autocorrelation (...) a une Valeur Donnee (...) Ou (...) Est une Valeur Admissible Arbitraire...

This Paper Shows That Rindskopf's Parameterization Technique Is Not an Acceptable Solution to the Heywood Problem, Especially, If One Is Interested in Standard Errors and T-Statistics for the Parameter Estimates of a Linear Structural Model. Simple Alternative Solutions Are Proposed and...