Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem
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Other versions of this item:
- Campbell, Bryan & Dufour, Jean-Marie, 1991. "Over-rejections in rational expectations models : A non-parametric approach to the Mankiw-Shapiro problem," Economics Letters, Elsevier, vol. 35(3), pages 285-290, March.
- Campbell, B. & Dufour, J.-M., 1991. "Over-Rejections in Rational Expectations Models: A Nonparametric Approach to the Mankiw-Shapiro Problem," Cahiers de recherche 9116, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kiviet, Jan F. & Dufour, Jean-Marie, 1997.
"Exact tests in single equation autoregressive distributed lag models,"
Journal of Econometrics,
Elsevier, vol. 80(2), pages 325-353, October.
- Dufour, J.M. & Kiviet, J.F., 1995. "Exact Tests in Single Equation Autoregressive Distributed Lag Models," Cahiers de recherche 9549, Universite de Montreal, Departement de sciences economiques.
- Dufour, J.M. & Kiviet, J.F., 1995. "Exact Tests in Single Equation Autoregressive Distributed Lag Models," Cahiers de recherche 9549, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Luger, Richard, 2003. "Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity," Journal of Econometrics, Elsevier, vol. 115(2), pages 259-276, August.
- Luger, Richard, 2001. "Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity," Staff Working Papers 01-2, Bank of Canada.
- Francis X. Diebold & Jose A. Lopez, 1995. "Forecast evaluation and combination," Research Paper 9525, Federal Reserve Bank of New York.
- Francis X. Diebold & Jose A. Lopez, 1996. "Forecast Evaluation and Combination," NBER Technical Working Papers 0192, National Bureau of Economic Research, Inc.
- Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Centre de Recherche en Economie et Statistique.
- Campbell, John Y. & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Journal of Financial Economics, Elsevier, vol. 81(1), pages 27-60, July.
- John Y. Campbell & Motohiro Yogo, 2002. "Efficient Tests of Stock Return Predictability," Harvard Institute of Economic Research Working Papers 1972, Harvard - Institute of Economic Research.
- John Y. Campbell & Motohiro Yogo, 2003. "Efficient Tests of Stock Return Predictability," NBER Working Papers 10026, National Bureau of Economic Research, Inc.
- Campbell, John & Yogo, Motohiro, 2006. "Efficient tests of stock return predictability," Scholarly Articles 3122601, Harvard University Department of Economics.
- G. Lamé & M. Lequien & P.-A. Pionnier, 2014. "Interpretation and limits of sustainability tests in public finance," Applied Economics, Taylor & Francis Journals, vol. 46(6), pages 616-628, February.
- G. Lamé & M. Lequien & P.-A. Pionnier, 2013. "Interpretation and limits of sustainability tests in public finance," Documents de Travail de la DESE - Working Papers of the DESE g2013-05, Institut National de la Statistique et des Etudes Economiques, DESE.
- Bryan Campbell & Eric Ghysels, 1997. "An Empirical Analysis of the Canadian Budget Process," Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 553-576, August.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Bryan Campbell & Eric Ghysels, 1995. "An Empirical Analysis of the Canadian Budget Process," CIRANO Working Papers 95s-08, CIRANO.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Universite de Montreal, Departement de sciences economiques.
- Dufour, Jean-Marie & Taamouti, Abderrahim, 2010. "Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2532-2553, November.
- Dean Croushore & Simon van Norden, 2016. "Fiscal Forecasts at the FOMC: Evidence from the Greenbooks," CIRANO Working Papers 2016s-17, CIRANO.
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