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Thank you for submitting a report! Submitting a report will send us an email through our customer support system. Submit report Close. One theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests… Expand.
View via Publisher. Save to Library Save. Create Alert Alert. Share This Paper. Background Citations. Methods Citations. Results Citations. Citation Type. Has PDF. Publication Type. More Filters. The idea of using estimating functions goes a long way back, at least to Karl Pearson's introduction to the method of moments in It is now a very active area of research in the statistics … Expand. More Filters. The idea of using estimating functions goes a long way back, at least to Karl Pearson's introduction to the method of moments in It is now a very active area of research in the statistics … Expand.
Computer Science, Economics. Cointegration and Alternative Specifications. Econometric issues in forward-looking monetary models. Recently, single equation approaches for estimating structural models have become popular in the monetary economics literature. In particular, single-equation Generalized Method Moments estimators … Expand.
It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour , Econometrica , Staiger and Stock … Expand. The paper develops a general framework for identification, estimation, and hypothesis testing in cointegrated systems when the cointegrating coefficients are subject to possibly non-linear and … Expand. In testing nonnested or separate hypotheses, statistical practitioners typically use the j-test, due to Davidson and MacKinnon Estimation and Inference in Econometrics, Oxford University Press, New … Expand.
View 2 excerpts, cites methods. The issue of finite-sample inference in Generalised Autoregressive Conditional Heteroskedasticity GARCH -like models has seldom been explored in the theoretical literature, although its potential … Expand.
Chapter 8 Growth Econometrics.
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