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Citations for "Model Specification Tests and Artificial Regressions"

by MacKinnon, James G

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  1. Thomas F. Crossley & Hamish W. Low, 2005. "Unexploited Connections Between Intra- and Inter-temporal Allocation," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University 131, McMaster University.
  2. Cassese, Gianluca & Guidolin, Massimo, 2006. "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, Elsevier, vol. 15(2), pages 145-178.
  3. Mark Montgomery & Michele Gragnolati & Kathleen Burke & Edmundo Paredes, 2000. "Measuring living standards with proxy variables," Demography, Springer, Springer, vol. 37(2), pages 155-174, May.
  4. D. Klepinger & S. Lundberg & R. Plotnick, . "Instrument selection: The case of teenage childbearing and women's educational attainment," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty 1077-95, University of Wisconsin Institute for Research on Poverty.
  5. José Manuel Campa & Jose M. González Mínguez, 2002. "Differences in exchange rate pass-through in the euro area," Banco de Espa�a Working Papers 0219, Banco de Espa�a.
  6. Luca Nunziata, 2005. "Institutions and Wage Determination: a Multi-country Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 435-466, 08.
  7. Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings, Econometric Society 348, Econometric Society.
  8. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper, Tilburg University, Center for Economic Research 2004-56, Tilburg University, Center for Economic Research.
  9. Thomas Crossley & Hamish Low, 2005. "Is the elasticity of intertemporal substitution constant?," IFS Working Papers, Institute for Fiscal Studies W05/25, Institute for Fiscal Studies.
  10. Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas, 2009. "Testing Under Local Misspecification and Artificial Regressions," Working Papers, Universidad de San Andres, Departamento de Economia 97, Universidad de San Andres, Departamento de Economia, revised Oct 2009.
  11. David A. Belsley, 1996. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Boston College Working Papers in Economics, Boston College Department of Economics 331., Boston College Department of Economics.
  12. Campa, Jose M. & Gonzalez, Jose M., 2002. "Differences in exchange rate pass-through in the euro area," IESE Research Papers, IESE Business School D/479, IESE Business School.
  13. Christian Calmès & Raymond Théoret, 2009. "Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments," RePAd Working Paper Series, Département des sciences administratives, UQO UQO-DSA-wp042009, Département des sciences administratives, UQO.
  14. Spiros Bougheas & Panicos Demetriades & Edgar Morgenroth, 1996. "Infrastructure, Transport Costs and Trade," Keele Department of Economics Discussion Papers (1995-2001), Department of Economics, Keele University 96/7, Department of Economics, Keele University.
  15. Mora Rodriguez, Jhon James, 2013. "Introduccion a la teoría del consumidor
    [Introduction to Consumer Theory]
    ," MPRA Paper 48129, University Library of Munich, Germany, revised 08 Jul 2013.
  16. Patacchini, Eleonora, 2003. "On the estimation of covariance matrices using panel data artificial regressions," Discussion Paper Series In Economics And Econometrics 0303, Economics Division, School of Social Sciences, University of Southampton.
  17. Kenneth G. Stewart, 1998. "Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions," Econometrics Working Papers, Department of Economics, University of Victoria 9811, Department of Economics, University of Victoria.
  18. Lücke, Matthias, 1995. "The diffusion of innovations in the world textile industry: does a country's level of economic development matter?," Kiel Working Papers 686, Kiel Institute for the World Economy.
  19. Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012. "Firms' Accruals and Tobin’s q," RePAd Working Paper Series, Département des sciences administratives, UQO UQO-DSA-wp032012, Département des sciences administratives, UQO.
  20. Belsley, David A., 2002. "An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 26(9-10), pages 1379-1396, August.
  21. Coen, Alain & Racicot, Francois-Eric, 2007. "Capital asset pricing models revisited: Evidence from errors in variables," Economics Letters, Elsevier, Elsevier, vol. 95(3), pages 443-450, June.
  22. Edmonds, Radcliffe Jr. & So, Jacky Y. C., 2004. "Is exchange rate volatility excessive? An ARCH and AR approach," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 44(1), pages 122-154, February.
  23. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series, National Centre for Econometric Research 7, National Centre for Econometric Research.
  24. Anthony N. Rezitis & Konstantinos S. Stavropoulos, 2010. "Supply response and price volatility in the Greek broiler market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 25-48.
  25. Juan Mora & Ana I. Moro, 2006. "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2006-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  26. Shelly Lundberg & Daniel Klepinger & Robert Plotnick, 1998. "Teen Childbearing and Human Capital: Does Timing Matter?," Working Papers, University of Washington, Department of Economics 0057, University of Washington, Department of Economics.
  27. D. Klepinger & S. Lundberg & R. Plotnick, . "How Does Adolescent Fertility Affect the Human Capital and Wages of Young Women?," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty 1145-97, University of Wisconsin Institute for Research on Poverty.
  28. Gurgul, Henryk & Lach, Łukasz, 2012. "The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies," MPRA Paper 52238, University Library of Munich, Germany.
  29. Tomek, William G. & Kaiser, Harry M., 1999. "On Improving Econometric Analyses Of Generic Advertising Impacts," Working Papers, Cornell University, Department of Applied Economics and Management 14755, Cornell University, Department of Applied Economics and Management.
  30. François-Éric Racicot & Raymond Théoret, 2009. "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer, Springer, vol. 15(1), pages 30-43, February.
  31. Alain Coen & Francois-Éric Racicot, 2006. "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series, Département des sciences administratives, UQO UQO-DSA-wp142006, Département des sciences administratives, UQO.
  32. Gundlach, Erich, 1993. "Determinanten des Wirtschaftswachstums : Hypothesen und empirische Evidenz," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW) 1583, Kiel Institute for the World Economy (IfW).
  33. Pain, Nigel & Westaway, Peter, 1997. "Modelling structural change in the UK housing market: A comparison of alternative house price models," Economic Modelling, Elsevier, Elsevier, vol. 14(4), pages 587-610, October.
  34. Rajagopal, Dagmar & Shah, Anwar, 1995. "A rational expectations model for tax policy analysis: An evaluation of tax incentives for the textile, chemical and pharmaceutical industries of Pakistan," Journal of Public Economics, Elsevier, Elsevier, vol. 57(2), pages 249-276, June.
  35. Asche, Frank & Tveteras, Ragnar, 1999. "Modeling Production Risk With A Two-Step Procedure," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, Western Agricultural Economics Association, vol. 24(02), December.
  36. M.A.Hossain, 2001. "On Export-Led Growth: Is Manufacturing Exports a New Engine of Growth for Bangladesh?," Discussion Papers Series 297, School of Economics, University of Queensland, Australia.
  37. Mantalos, Panagiotis, 2012. "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Working Papers, Örebro University, School of Business 2012:2, Örebro University, School of Business.
  38. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  39. Oczkowski, Edward, 1993. "Price and quantity controlled agricultural markets and disequilibrium econometrics: A survey," Agricultural Economics, Blackwell, Blackwell, vol. 9(1), pages 53-87, July.
  40. Andrea Vaona, 2008. "Inflation persistence, structural breaks and omitted variables: a critical view," Quaderni della facoltà di Scienze economiche dell'Università di Lugano, USI Università della Svizzera italiana 0802, USI Università della Svizzera italiana.
  41. Lach, Łukasz, 2010. "Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems," MPRA Paper 52285, University Library of Munich, Germany.
  42. William R. Melick & Charles P. Thomas, 1996. "Using options prices to infer PDF'S for asset prices: an application to oil prices during the Gulf crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 541, Board of Governors of the Federal Reserve System (U.S.).
  43. Gianluca Cassesse & Massimo Guidolin, 2005. "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers, Federal Reserve Bank of St. Louis 2005-008, Federal Reserve Bank of St. Louis.
  44. Chan, Kam C. & Seow, Gim S., 1996. "The association between stock returns and foreign GAAP earnings versus earnings adjusted to U.S. GAAP," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 21(1), pages 139-158, February.
  45. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, Elsevier, vol. 52(2), pages 137-141, August.
  46. Goldhaber, Dan, 1999. "An Endogenous Model of Public School Expenditures and Private School Enrollment," Journal of Urban Economics, Elsevier, vol. 46(1), pages 106-128, July.