Causality Tests, Interdependence and Model Selection: Aplication to OECD countries 1960-97
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References listed on IDEAS
- Hausman, Jerry, 2015.
"Specification tests in econometrics,"
Publishing House "SINERGIA PRESS", vol. 38(2), pages 112-134.
- Nakamura, Alice & Nakamura, Masao, 1981. "On the Relationships among Several Specification Error Tests Presented by Durbin, Wu, and Hausman," Econometrica, Econometric Society, vol. 49(6), pages 1583-1588, November.
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- Al-Rjoub, S., 2005. "Effect of Oil Price Shocks in the U.S. for 1985-2004, using VAR, Mixed Dynamic and Granger Causality Approaches," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(3).
- SHUBITA, Moade Fawzi & AL-SHARKAS, Adel A., 2010. "A Study Of Size Effect And Macroeconomics Factors In New York Stock Exchange Stock Returns," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
- GORMUS Sakir & GUNES, Sevcan, 2010. "Consumer Confidence, Stock Prices And Exchange Rates: The Case Of Turkey," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(2).
More about this item
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
- O57 - Economic Development, Innovation, Technological Change, and Growth - - Economywide Country Studies - - - Comparative Studies of Countries
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-02-24 (All new papers)
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