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Alternative Nonnested Specification Tests of Time Series Investment Models

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Cited by:

  1. Gourio, Francois & Kashyap, Anil K, 2007. "Investment spikes: New facts and a general equilibrium exploration," Journal of Monetary Economics, Elsevier, vol. 54(Supplemen), pages 1-22, September.
  2. Smith, Marlene A & Smyth, David J, 1991. "Multiple and Pairwise Non-nested Tests of the Influence of Taxes on Money Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(1), pages 17-30, Jan.-Marc.
  3. Oliner, Stephen D. & Rudebusch, Glenn D. & Sichel, Daniel, 1996. "The Lucas critique revisited assessing the stability of empirical Euler equations for investment," Journal of Econometrics, Elsevier, vol. 70(1), pages 291-316, January.
  4. Landon, Stuart & Smith, Constance E., 2009. "Investment and the exchange rate: Short run and long run aggregate and sector-level estimates," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 813-835, September.
  5. Ricardo J. Caballero & Takeo Hoshi & Anil K. Kashyap, 2008. "Zombie Lending and Depressed Restructuring in Japan," American Economic Review, American Economic Association, vol. 98(5), pages 1943-1977, December.
  6. Renee van Eyden & Goodness C. Aye & Rangan Gupta, 2012. "Predictive Ability of Competing Models for South Africa’s Fixed Business Non- Residential Investment Spending," Working Papers 201229, University of Pretoria, Department of Economics.
  7. Francois Gourio, 2007. "Disasters and Recoveries: A Note on the Barro-Rietz Explanation of the Equity Premium Puzzle," Boston University - Department of Economics - Working Papers Series WP2007-007, Boston University - Department of Economics.
  8. Yi-Ting Chen & Zhongjun Qu, 2015. "M Tests with a New Normalization Matrix," Econometric Reviews, Taylor & Francis Journals, vol. 34(5), pages 617-652, May.
  9. Tevlin, Stacey & Whelan, Karl, 2003. " Explaining the Investment Boom of the 1990s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(1), pages 1-22, February.
  10. Moheb Ghali & John M. Krieg & K. Surekha Rao, 2011. "A Bayesian Extension of the J-Test for Non-Nested Hypotheses," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 53-72.
  11. Auerbach, Alan J. & Hassett, Kevin, 1992. "Tax policy and business fixed investment in the United States," Journal of Public Economics, Elsevier, vol. 47(2), pages 141-170, March.
  12. Hansson, Asa & Stuart, Charles, 2003. "Peaking of fiscal sizes of government," European Journal of Political Economy, Elsevier, vol. 19(4), pages 669-684, November.
  13. Edgerton, Jesse, 2010. "Investment incentives and corporate tax asymmetries," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 936-952, December.
  14. Mark E. Wohar & David E. Rapach, 2007. "Forecasting the recent behavior of US business fixed investment spending: an analysis of competing models This is a significantly revised version of our previous paper, 'Forecasting US Business Fixed ," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 33-51.
  15. Lyon, Charles C. & Thompson, Gary D., 1991. "Model Selection With Temporal And Spatial Aggregation: Alternative Marketing Margin Models," Staff Papers 13253, University of Minnesota, Department of Applied Economics.
  16. Simon Gilchrist & Fabio M. Natalucci & Egon Zakrajsek, 2007. "Investment and the Cost of Capital: New Evidence from the Corporate Bond Market," Boston University - Department of Economics - Working Papers Series WP2007-027, Boston University - Department of Economics.
  17. Jason G. Cummins & Kevin A. Hassett & Stephen D. Oliner, 2006. "Investment Behavior, Observable Expectations, and Internal Funds," American Economic Review, American Economic Association, vol. 96(3), pages 796-810, June.
  18. Cummins, Jason G. & Hassett, Kevin A. & Hubbard, R. Glenn, 1996. "Tax reforms and investment: A cross-country comparison," Journal of Public Economics, Elsevier, vol. 62(1-2), pages 237-273, October.
  19. Gadi Barlevy, 2004. "The Cost of Business Cycles Under Endogenous Growth," American Economic Review, American Economic Association, vol. 94(4), pages 964-990, September.
  20. Terregrossa, Ralph A., 1997. "Capital depreciation and investment demand," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(1), pages 79-95.
  21. Lettau, Martin & Ludvigson, Sydney, 2002. "Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 31-66, January.
  22. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
  23. Jawwad Noor, 2007. "Hyperbolic Discounting and the Standard Model," Boston University - Department of Economics - Working Papers Series WP2007-028, Boston University - Department of Economics.
  24. Samuel, Cherian, 1996. "The investment decision : a re-examination of competing theories using panel data," Policy Research Working Paper Series 1656, The World Bank.
  25. Bischoff, Charles W. & Kokkelenberg, Edward C. & Terregrossa, Ralph A., 1990. "Tax Policy and Business Fixed Investment During the Regan Era," Staff Papers 121533, Cornell University, Department of Applied Economics and Management.
  26. Harchaoui, Tarek M. & Lasserre, Pierre, 1995. "Testing the impact of taxation on capacity choice: A 'putty clay' approach," Journal of Public Economics, Elsevier, vol. 56(3), pages 377-411, March.
  27. Jon Vilasuso, 1997. "The relationship between cash flow and investment in the United States at business cycle frequencies," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1283-1293.
  28. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
  29. Dahalan, Jauhari & Sharma, Subhash C. & Sylwester, Kevin, 2007. "Scale variable specification in a money demand function for Malaysia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 867-882, December.
  30. Daniele Girardi, 2017. "Old and new formulations of the neoclassical theory of aggregate investment : a critical review," UMASS Amherst Economics Working Papers 2017-03, University of Massachusetts Amherst, Department of Economics.
  31. Elyasiani, Elyas & Zadeh, Ali H. M., 1999. "Econometric tests of alternative scale variables in money demand in open economies: International evidence from selected OECD countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 193-211.
  32. Devra L. Golbe & Lawrence J. White, 1987. "Mergers and Acquisitions in the U.S. Economy: An Aggregate and Historical Overview," NBER Chapters,in: Mergers and Acquisitions, pages 25-48 National Bureau of Economic Research, Inc.
  33. Charles W. Bischoff & Steven C. Hine, 1992. "A Test of Fischer's Theory of Monetary Misperceptions and the Business Cycle in the Presence of Long-Term Contracts," Eastern Economic Journal, Eastern Economic Association, vol. 18(1), pages 99-110, Winter.
  34. Casalin, Fabrizio & Dia, Enzo, 2014. "Adjustment costs, financial frictions and aggregate investment," Journal of Economics and Business, Elsevier, vol. 75(C), pages 60-79.
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