Testing Parameter Constancy and super Exogeneity in Econometric Equations
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Other versions of this item:
- Jansen, Eilev S & Terasvirta, Timo, 1996. "Testing Parameter Constancy and Super Exogeneity in Econometric Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 735-763, November.
References listed on IDEAS
- Timothy Dunne & Mark J. Roberts & Larry Samuelson, 1989.
"The Growth and Failure of U. S. Manufacturing Plants,"
The Quarterly Journal of Economics,
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- Dunne, T. & Roberts, M.J. & Samuelson, L., 1988. "The Growth And Failure Of U.S. Manufacturing Plants," Papers 1-87-5, Pennsylvania State - Department of Economics.
- Magnus Blomstrom & Robert E. Lipsey & Lennart Ohlsson, 1989. "What Do Rich Countries Trade with Each Other? R&D and the Composition of U.S. and Swedish Trade," NBER Working Papers 3140, National Bureau of Economic Research, Inc.
- repec:ilo:ilowps:209169 is not listed on IDEAS
- Jordan GL. & Valhne JE., 1981. "Domestic employment effects of direct investment abroad by two Swedish multinationals," ILO Working Papers 992091693402676, International Labour Organization.
- Irving B. Kravis & Robert E. Lipsey, 1988. "The Effect of Multinational Firms' Operations on Their Domestic Employment," NBER Working Papers 2760, National Bureau of Economic Research, Inc.
More about this item
KeywordsChanging seasonality; invariance; linearity testing; model specification; parameter stability; weak exogeneity;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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