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Armax model specification testing, with an application to unemployment in the Netherlands

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Bierens, Herman J.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 35 (1987)
Issue (Month): 1 (May)
Pages: 161-190
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Handle: RePEc:eee:econom:v:35:y:1987:i:1:p:161-190

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Sargent, Thomas J & Wallace, Neil, 1975. ""Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule," Journal of Political Economy, University of Chicago Press, vol. 83(2), pages 241-54, April. [Downloadable!] (restricted)
  2. Pesando, James E, 1975. "A Note on the Rationality of the Livingston Price Expectations," Journal of Political Economy, University of Chicago Press, vol. 83(4), pages 849-58, August. [Downloadable!] (restricted)
  3. Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983. "Forecasting and Conditional Projection Using Realistic Prior Distributions," NBER Working Papers 1202, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Bierens, Herman J., 1984. "Model specification testing of time series regressions," Journal of Econometrics, Elsevier, vol. 26(3), pages 323-353, December. [Downloadable!] (restricted)
  5. Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, vol. 20(1), pages 105-134, October. [Downloadable!] (restricted)
  6. Robert J. Barro & Mark Rush, 1979. "Unanticipated Money and Economic Activity," NBER Working Papers 0339, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jonathan Hill, 2006. "Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form," Working Papers 0608, Florida International University, Department of Economics. [Downloadable!]
  2. Herman J. Bierens, 1991. "Least Squares Estimation of Linear and Nonlinear ARMAX Models under Data Heterogeneity," Annales d'Economie et de Statistique, ADRES, issue 20-21, pages 08, Octobre-m. [Downloadable!]
  3. Jonathan B. Hill, 2004. "Consistent and Non-Degenerate Model Specification Tests Against Smooth Transition Alternatives," Working Papers 0406, Florida International University, Department of Economics. [Downloadable!]
  4. Domowitz, Ian & El-Gamal, Mahmoud A., 1993. "A Consistent Test of Stationary Ergodicity," Working Papers 794, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
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  5. Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  6. Liangjun Su & Halbert White, 2003. "A Consistent Characteristic-Fuction-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series 2003-11, Department of Economics, UC San Diego. [Downloadable!]
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