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Citations for "Model Specification Tests and Artificial Regressions"

by MacKinnon, James G

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  1. William R. Melick & Charles P. Thomas, 1996. "Using options prices to infer PDF'S for asset prices: an application to oil prices during the Gulf crisis," International Finance Discussion Papers 541, Board of Governors of the Federal Reserve System (U.S.).
  2. Mantalos Panagiotis, 2000. "A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 4(1), pages 1-18, April.
  3. Gurgul, Henryk & Lach, Łukasz, 2012. "The association between stock market and exchange rates for advanced and emerging markets – A case study of the Swiss and Polish economies," MPRA Paper 52238, University Library of Munich, Germany.
  4. Shelly Lundberg & Daniel Klepinger & Robert Plotnick, 1998. "Teen Childbearing and Human Capital: Does Timing Matter?," Working Papers 0057, University of Washington, Department of Economics.
  5. Pain, Nigel & Westaway, Peter, 1997. "Modelling structural change in the UK housing market: A comparison of alternative house price models," Economic Modelling, Elsevier, vol. 14(4), pages 587-610, October.
  6. Thomas F. Crossley & Hamish W. Low, 2011. "Is The Elasticity Of Intertemporal Substitution Constant?," Journal of the European Economic Association, European Economic Association, vol. 9(1), pages 87-105, February.
  7. Luca Nunziata, 2005. "Institutions and Wage Determination: a Multi-country Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 435-466, August.
  8. Belsley, David A, 1997. "A Small-Sample Correction for Testing for gth-Order Serial Correlation with Artificial Regressions," Computational Economics, Springer;Society for Computational Economics, vol. 10(3), pages 197-229, August.
  9. Lukasz Lach, 2010. "Application of Bootstrap Methods in Investigation of Size of the Granger Causality Test for Integrated VAR Systems," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 8(2), pages 167-186.
  10. Hira Koul & Fang Li, 2005. "Testing for Superiority among Two Time Series," Statistical Inference for Stochastic Processes, Springer, vol. 8(2), pages 109-135, September.
  11. Bougheas, Spiros & Demetriades, Panicos O. & Morgenroth, Edgar L. W., 1999. "Infrastructure, transport costs and trade," Journal of International Economics, Elsevier, vol. 47(1), pages 169-189, February.
  12. Gundlach, Erich, 1993. "Determinanten des Wirtschaftswachstums: Hypothesen und empirische Evidenz," Open Access Publications from Kiel Institute for the World Economy 1583, Kiel Institute for the World Economy (IfW).
  13. Jones, Sam, 2016. "How does classroom composition affect learning outcomes in Ugandan primary schools?," International Journal of Educational Development, Elsevier, vol. 48(C), pages 66-78.
  14. Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.
  15. Goldhaber, Dan, 1999. "An Endogenous Model of Public School Expenditures and Private School Enrollment," Journal of Urban Economics, Elsevier, vol. 46(1), pages 106-128, July.
  16. José Manuel Campa & Jose M. González Mínguez, 2002. "Differences in exchange rate pass-through in the euro area," Working Papers 0219, Banco de España;Working Papers Homepage.
  17. M.A.Hossain, 2001. "On Export-Led Growth: Is Manufacturing Exports a New Engine of Growth for Bangladesh?," Discussion Papers Series 297, School of Economics, University of Queensland, Australia.
  18. Asche, Frank & Tveteras, Ragnar, 1999. "Modeling Production Risk With A Two-Step Procedure," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(02), December.
  19. Rajagopal, Dagmar & Shah, Anwar, 1995. "A rational expectations model for tax policy analysis: An evaluation of tax incentives for the textile, chemical and pharmaceutical industries of Pakistan," Journal of Public Economics, Elsevier, vol. 57(2), pages 249-276, June.
  20. Crossley, T.F. & Low, H.W., 2005. "Unexploited Connections Between Intra- and Inter-temporal Allocation," Cambridge Working Papers in Economics 0537, Faculty of Economics, University of Cambridge.
  21. Chan, Kam C. & Seow, Gim S., 1996. "The association between stock returns and foreign GAAP earnings versus earnings adjusted to U.S. GAAP," Journal of Accounting and Economics, Elsevier, vol. 21(1), pages 139-158, February.
  22. Lücke, Matthias, 1995. "The diffusion of innovations in the world textile industry: does a country's level of economic development matter?," Kiel Working Papers 686, Kiel Institute for the World Economy (IfW).
  23. Christian Calmès & Raymond Théoret, 2009. "Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments," RePAd Working Paper Series UQO-DSA-wp042009, Département des sciences administratives, UQO.
  24. François-Éric Racicot & Raymond Théoret, 2009. "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 15(1), pages 30-43, February.
  25. Masayoshi Hayashi & Wataru Yamamoto, 2017. "Information sharing, neighborhood demarcation, and yardstick competition: an empirical analysis of intergovernmental expenditure interaction in Japan," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 24(1), pages 134-163, February.
  26. Mantalos, Panagiotis, 2012. "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Working Papers 2012:2, Örebro University, School of Business.
  27. Mark Partridge, 1993. "High-Tech Employment And State Economic Development Policies," The Review of Regional Studies, Southern Regional Science Association, vol. 23(3), pages 287-305, Winter.
  28. Jones, Donald W. & Dale, Virginia H. & Beauchamp, John J. & Pedlowski, Marcos A. & O'Neill, Robert V., 1995. "Farming in Rondonia," Resource and Energy Economics, Elsevier, vol. 17(2), pages 155-188, August.
  29. Daniel Klepinger & Shelly Lundberg & Robert Plotnick, 1999. "How Does Adolescent Fertility Affect the Human Capital and Wages of Young Women?," Journal of Human Resources, University of Wisconsin Press, vol. 34(3), pages 421-448.
  30. Kenneth G. Stewart, 1998. "Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions," Econometrics Working Papers 9811, Department of Economics, University of Victoria.
  31. William G. Tomek & Harry M. Kaiser, 1999. "On improving econometric analyses of generic advertising impacts," Agribusiness, John Wiley & Sons, Ltd., vol. 15(4), pages 485-500.
  32. Campa, Jose Manuel & Gonzalez Minguez, Jose M., 2006. "Differences in exchange rate pass-through in the euro area," European Economic Review, Elsevier, vol. 50(1), pages 121-145, January.
  33. Murphy, Anthony, 1996. "Simple LM tests of mis-specification for ordered logit models," Economics Letters, Elsevier, vol. 52(2), pages 137-141, August.
  34. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  35. Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2009. "Testing under local misspecification and artificial regressions," Economics Letters, Elsevier, vol. 104(2), pages 66-68, August.
  36. Mark Montgomery & Michele Gragnolati & Kathleen Burke & Edmundo Paredes, 2000. "Measuring living standards with proxy variables," Demography, Springer;Population Association of America (PAA), vol. 37(2), pages 155-174, May.
  37. Oczkowski, Edward, 1993. "Price and quantity controlled agricultural markets and disequilibrium econometrics: a survey," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 9(1), July.
  38. Belsley, David A., 2002. "An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1379-1396, August.
  39. repec:kap:iaecre:v:15:y:2009:i:1:p:30-43 is not listed on IDEAS
  40. Alain Coen & Francois-Éric Racicot, 2006. "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series UQO-DSA-wp142006, Département des sciences administratives, UQO.
  41. Juan Mora & Ana I. Moro, 2006. "Consistent Specification Test For Ordered Discrete Choice Models," Working Papers. Serie AD 2006-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  42. Cassese, Gianluca & Guidolin, Massimo, 2006. "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, vol. 15(2), pages 145-178.
  43. Mora Rodriguez, Jhon James, 2013. "Introduccion a la teoría del consumidor
    [Introduction to Consumer Theory]
    ," MPRA Paper 48129, University Library of Munich, Germany, revised 08 Jul 2013.
  44. Gianluca Cassesse & Massimo Guidolin, 2005. "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers 2005-008, Federal Reserve Bank of St. Louis.
  45. D. Klepinger & S. Lundberg & R. Plotnick, "undated". "Instrument selection: The case of teenage childbearing and women's educational attainment," Institute for Research on Poverty Discussion Papers 1077-95, University of Wisconsin Institute for Research on Poverty.
  46. Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research.
  47. Patacchini, Eleonora, 2003. "On the estimation of covariance matrices using panel data artificial regressions," Discussion Paper Series In Economics And Econometrics 0303, Economics Division, School of Social Sciences, University of Southampton.
  48. Andrea Vaona, 2008. "Inflation persistence, structural breaks and omitted variables: a critical view," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0802, USI Università della Svizzera italiana.
  49. Thomas M. Fullerton & Ericka C. Méndez-Carrillo & Adam G. Walke, 2014. "Electricity Demand in a Northern Mexico Metropolitan Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 4(4), pages 495-505.
  50. Coen, Alain & Racicot, Francois-Eric, 2007. "Capital asset pricing models revisited: Evidence from errors in variables," Economics Letters, Elsevier, vol. 95(3), pages 443-450, June.
  51. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  52. Anthony N. Rezitis & Konstantinos S. Stavropoulos, 2010. "Supply response and price volatility in the Greek broiler market," Agribusiness, John Wiley & Sons, Ltd., vol. 26(1), pages 25-48.
  53. Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012. "Firms' Accruals and Tobin’s q," RePAd Working Paper Series UQO-DSA-wp032012, Département des sciences administratives, UQO.
  54. Edmonds, Radcliffe Jr. & So, Jacky Y. C., 2004. "Is exchange rate volatility excessive? An ARCH and AR approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 122-154, February.
  55. Patacchini, Eleonora, 2003. "On the estimation of covariance matrices using panel data artificial regressions," Discussion Paper Series In Economics And Econometrics 303, Economics Division, School of Social Sciences, University of Southampton.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.