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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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  • Bierens, Herman J., 1987. "Armax model specification testing, with an application to unemployment in the Netherlands," Journal of Econometrics, Elsevier, vol. 35(1), pages 161-190, May.
  • Handle: RePEc:eee:econom:v:35:y:1987:i:1:p:161-190
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    References listed on IDEAS

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    1. Barro, Robert J, 1977. "Unanticipated Money Growth and Unemployment in the United States," American Economic Review, American Economic Association, vol. 67(2), pages 101-115, March.
    2. Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, vol. 20(1), pages 105-134, October.
    3. Barro, Robert J, 1978. "Unanticipated Money, Output, and the Price Level in the United States," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 549-580, August.
    4. Barro, Robert J, 1979. "Unanticipated Money Growth and Unemployment in the United States: Reply," American Economic Review, American Economic Association, vol. 69(5), pages 1004-1009, December.
    5. Bierens, Herman J., 1984. "Model specification testing of time series regressions," Journal of Econometrics, Elsevier, vol. 26(3), pages 323-353, December.
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    Cited by:

    1. 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.
    2. Bierens, Herman J., 1990. "Model-free Asymptotically Best Forecasting of Stationary Economic Time Series," Econometric Theory, Cambridge University Press, vol. 6(03), pages 348-383, September.
    3. Polonik, Wolfgang & Yao, Qiwei, 2008. "Testing for multivariate volatility functions using minimum volume sets and inverse regression," Journal of Econometrics, Elsevier, vol. 147(1), pages 151-162, November.
    4. Broersma, L., 1991. "The relation between unemployment and interest rate : application of an ARX approach," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    5. Broersma, L., 1991. "The relation between unemployment and interest rate : application of a seasonal Unit Root Test Procedure," Serie Research Memoranda 0068, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    6. Bierens, H.J., 1988. "Conditioning and dependence," Serie Research Memoranda 0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    7. Dudek, SÅ‚awomir, 2008. "Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland," MPRA Paper 19818, University Library of Munich, Germany.
    8. Bierens, H.J., 1988. "Armax models : estimation and testing," Serie Research Memoranda 0064, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    9. Kasparis, Ioannis, 2010. "The Bierens test for certain nonstationary models," Journal of Econometrics, Elsevier, vol. 158(2), pages 221-230, October.
    10. Bierens, H.J. & Broersma, L., 1990. "The relation between unemployment and interest rate : some empirical evidence," Serie Research Memoranda 0078, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    11. de Jong, Robert M., 1996. "The Bierens test under data dependence," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 1-32.

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