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An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

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Author Info
Mizon, Grayham E
Hendry, David F

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Article provided by Blackwell Publishing in its journal Review of Economic Studies.

Volume (Year): 47 (1980)
Issue (Month): 1 (January)
Pages: 21-45
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Handle: RePEc:bla:restud:v:47:y:1980:i:1:p:21-45

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  1. Havrila, Inka & Gunawardana, Pemasiri, 2006. "Determinants of Export Supply of the Australian Textiles Industry," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 36(1-2), pages 45-59, March/Sep. [Downloadable!]
  2. Kodde, D.A. & Palm, F.C., 1982. "Computing wald criteria for nested hypotheses with Econometric Applications," Serie Research Memoranda 0027, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  3. Tilak Abeysinghe & Gulasekaran Rajaguru, 2003. "Temporal Aggregation, Causality Distortions, and a Sign Rule," Departmental Working Papers wp0406, National University of Singapore, Department of Economics. [Downloadable!]
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  4. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  5. Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute. [Downloadable!]
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  6. Neil R. Ericsson, 1986. "Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics," International Finance Discussion Papers 276, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  7. Peter C.B. Phillips, 1988. "Reflections on Econometric Methodology," Cowles Foundation Discussion Papers 893, Cowles Foundation, Yale University. [Downloadable!]
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  8. Juan J. DOLADO & Helmut LUETKEPOHL, . "Making Wald Tests Work for Cointegrated Var Systems," Sonderforschungsbereich 373 1994-44, Humboldt Universitaet Berlin.
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  9. Chong, Yock Y & Hendry, David F, 1986. "Econometric Evaluation of Linear Macro-Economic Models," Review of Economic Studies, Blackwell Publishing, vol. 53(4), pages 671-90, August. [Downloadable!] (restricted)
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