Diagnostic Checks for Single-Equation Error-Correction and Autoregressive Distributed Lag Models
Download full text from publisherTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
References listed on IDEAS
- Davidson, Russell & MacKinnon, James G, 1984.
"Model Specification Tests Based on Artificial Linear Regressions,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 485-502, June.
- Russell Davidson & James G. MacKinnon, 1980. "Model Specification Tests Based on Artificial Linear Regressions," Working Papers 390, Queen's University, Department of Economics.
- Russell Davidson & James G. MacKinnon, 1981. "Model Specification Tests Based on Artificial Linear Regressions," Working Papers 426, Queen's University, Department of Economics.
- Russell Davidson & James G. MacKinnon, 1996. "The Size and Power of Bootstrap Tests," Working Papers 932, Queen's University, Department of Economics.
- Taylor, Larry W., 1987. "The size bias of White's information matrix test," Economics Letters, Elsevier, vol. 24(1), pages 63-67.
- Lancaster, Tony, 1984. "The Covariance Matrix of the Information Matrix Test," Econometrica, Econometric Society, vol. 52(4), pages 1051-1053, July.
- Horowitz, Joel L., 1994. "Bootstrap-based critical values for the information matrix test," Journal of Econometrics, Elsevier, vol. 61(2), pages 395-411, April.
- West, Kenneth D & Wilcox, David W, 1996.
"A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 14(3), pages 281-293, July.
- West, K.D. & Wilcox, D.W., 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Working papers 9414, Wisconsin Madison - Social Systems.
- Kenneth D. West & David W. Wilcox, 1994. "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Macroeconomics 9410001, EconWPA.
- Chesher, Andrew, 1983. "The information matrix test : Simplified calculation via a score test interpretation," Economics Letters, Elsevier, vol. 13(1), pages 45-48.
- Hendry, David F., 1984. "Monte carlo experimentation in econometrics," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 16, pages 937-976 Elsevier.
- Davidson, Russell & MacKinnon, James G, 1992. "A New Form of the Information Matrix Test," Econometrica, Econometric Society, vol. 60(1), pages 145-157, January.
- Fischer, N. I. & Mammen, E. & Marron, J. S., 1994. "Testing for multimodality," Computational Statistics & Data Analysis, Elsevier, vol. 18(5), pages 499-512, December.
- Orme, Christopher, 1988. "The Calculation of the Information Matrix Test for Binary Data Models," The Manchester School of Economic & Social Studies, University of Manchester, vol. 56(4), pages 370-376, December.
- Alastair Hall, 1987. "The Information Matrix Test for the Linear Model," Review of Economic Studies, Oxford University Press, vol. 54(2), pages 257-263.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
- Chesher, Andrew & Spady, Richard, 1991. "Asymptotic Expansions of the Information Matrix Test Statistic," Econometrica, Econometric Society, vol. 59(3), pages 787-815, May.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cazals, Catherine & Florens, Jean-Pierre & Rodriguez, Frank & Soteri, Soterios & Veruete-McKay, Leticia, 2010.
"UK Letter Mail Demand: A Content Based Time Series Analysis Using Overlapping Market Survey Statistical Techniques,"
TSE Working Papers
10-170, Toulouse School of Economics (TSE).
- Cazals, Catherine & Florens, Jean-Pierre & Rodriguez, Frank & Soteri, Soterios & Veruete-McKay, Leticia, 2010. "UK Letter Mail Demand: A Content Based Time Series Analysis Using Overlapping Market Survey Statistical Techniques," IDEI Working Papers 616, Institut d'Économie Industrielle (IDEI), Toulouse.
- Michael R. Wickens & Roberto Motto, 2001. "Estimating shocks and impulse response functions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 371-387.
- Roseline N. Misati & Esman M. Nyamongo & Anne W. Kamau, 2011. "Interest rate pass-through in Kenya," International Journal of Development Issues, Emerald Group Publishing, vol. 10(2), pages 170-182, July.
- Catherine Cazals & Jean-Pierre Florens & Leticia Veruete-McKay & Soterios Soteri & Frank Rodriguez, 2011. "UK Letter Mail Demand: A Content-based Time-series Analysis Using Overlapping Market Survey Statistical Techniques," Chapters,in: Reinventing the Postal Sector in an Electronic Age, chapter 7 Edward Elgar Publishing.
- David Giles & Patrick Caragata, 2001.
"The learning path of the hidden economy: the tax burden and tax evasion in New Zealand,"
Taylor & Francis Journals, vol. 33(14), pages 1857-1867.
- David E. A. Giles, & Patrick J. Caragata, 1999. "The Learning Path of the Hidden Economy: The Tax Burden and Tax Evasion in New Zealand," Econometrics Working Papers 9904, Department of Economics, University of Victoria.
- Davis, Joseph H. & Irwin, Douglas A., 2008.
"The antebellum U.S. iron industry: Domestic production and foreign competition,"
Explorations in Economic History,
Elsevier, vol. 45(3), pages 254-269, July.
- Joseph H. Davis & Douglas A. Irwin, 2007. "The Antebellum U.S. Iron Industry: Domestic Production and Foreign Competition," NBER Working Papers 13451, National Bureau of Economic Research, Inc.
- Kim, Hyun Seok & Koo, Won W., 2010. "Factors affecting the carbon allowance market in the US," Energy Policy, Elsevier, vol. 38(4), pages 1879-1884, April.
- Rasmus Kattai & John Lewis, 2005.
"Hooverism, Hyperstabilisation or Halfway-House? Describing Fiscal Policy in Central and Eastern European EU Members,"
Baltic Journal of Economics,
Baltic International Centre for Economic Policy Studies, vol. 5(2), pages 38-47, July.
- Rasmus Kattai & John Lewis, 2005. "Hooverism, Hyperstabilisation or Halfway-House? Describing Fiscal Policy in Central and Eastern European EU Members," Bank of Estonia Working Papers 2005-05, Bank of Estonia, revised 10 Oct 2005.
- Ammar Hamad Khalaf, 2011. "Impact of Financial Liberalization on Financial Depth in Iraq," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 3(2), pages 063-074, December.
- Veruete-McKay Leticia & Soteri Soterios & Nankervis John C. & Rodriguez Frank, 2011. "Letter Traffic Demand in the UK: An Analysis by Product and Envelope Content Type," Review of Network Economics, De Gruyter, vol. 10(3), pages 1-28, September.
- Virmantas Kvedaras, 2005. "Explanation of Economic Growth Differences in the CEE Countries: Importance of the BOP Constraint," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 5(2), pages 48-65, July.
- Jes??s Crespo-Cuaresma & Bal??zs ??gert & Thomas Reininger, 2004. "Interest Rate Pass-Through in New EU Member States: The Case of the Czech Republic, Hungary and Poland," William Davidson Institute Working Papers Series 2004-671, William Davidson Institute at the University of Michigan.
- Maja Kadievska-Vojnovic & Danica Unevska, 2007. "Price and Income Elasticities of Export and Import and Economic Growth in the case of the Republic of Macedonia," Working Papers 2007-01, National Bank of the Republic of Macedonia.
- Xia, Yan & Susanto, Dwi & Rosson, C. Parr, III, 2007. "Testing the Market Integration in Regional Cantaloupe and Melon Markets between the U.S. and Mexico: An Application of Error Correction Model," 2007 Annual Meeting, February 4-7, 2007, Mobile, Alabama 34844, Southern Agricultural Economics Association.
- Kanas, Angelos & Kouretas, Georgios P., 2005.
"A cointegration approach to the lead-lag effect among size-sorted equity portfolios,"
International Review of Economics & Finance,
Elsevier, vol. 14(2), pages 181-201.
- Angelos Kanas & George Kouretas, 2001. "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," Working Papers 0101, University of Crete, Department of Economics.
- Bjørn E. Naug, 1999. "Modelling the Demand for Imports and Domestic Output," Discussion Papers 243, Statistics Norway, Research Department.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:manch2:v:66:y:1998:i:2:p:222-37. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/semanuk.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.