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Dummy variables and predictive tests for structural change

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Dufour, Jean-Marie

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 6 (1980)
Issue (Month): 3 ()
Pages: 241-247
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Handle: RePEc:eee:ecolet:v:6:y:1980:i:3:p:241-247

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  1. Carol J. Simon, 1986. "Parameter Stability in Event Studies," UCLA Economics Working Papers 423, UCLA Department of Economics. [Downloadable!]
  2. A. C. Arize, 1996. "The Impact Of Exchange-Rate Uncertainty On Export Growth: Evidence From Korean Data," International Economic Journal, Korean International Economic Association, vol. 10(3), pages 49-60, October. [Downloadable!] (restricted)
  3. Haluk Erlat, 1991. "An Ex Post Statistical Assessment of the Central Bank Quarterly Econometric Model of Turkey," Discussion Papers 9108, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  4. Yash P. Mehra, 1997. "A review of the recent behavior of M2 demand," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 27-44. [Downloadable!]
  5. Carol J. Simon, 1986. "Investor Information and the Performance of New Issues," UCLA Economics Working Papers 413, UCLA Department of Economics. [Downloadable!]
  6. Edgar Weissenberger & J. Thomas, 1983. "The causal role of money in West Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 119(1), pages 64-83, March. [Downloadable!] (restricted)
  7. Neil R. Ericsson, 1991. "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers 412, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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