textabstractThis paper proposes and applies a test procedure for misspecification in a dynamic regression model with moving average errors. The test statistics are based on testing for unit roots in the moving average process when the model is deliberately overdifferenced
The paper provides a general framework for investigating the effects of permanent changes in the var...
The purpose of this paper is to use Bahadur’s asymptotic relative efficiency measure to compare the ...
A mean shift can cause tests for a unit root to erroneously fail to reject the null hypothesis of th...
Various linear models may be specified when attempting to estimate an apparent linear trend in real ...
A simple test is proposed for examining the correctness of a response function against unspecified g...
SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--287) / BLDSC - ...
Some problems in the errors of regression model is an important issue, such as the autocorrelated er...
It is well known that most of the standard specification tests are not robust when the alternative i...
We consider the topic of model misspecification with respect to unit roots. Although unit root missp...
Testing for a unit root in the moving average model is discussed. First, for the stationary MA(1) mo...
Two specification tests for switching regimes disequilibrium models are developed. The first is an asy...
This paper is concerned with using the bootstrap to obtain improved critical values for the error co...
When measurement error is present among the covariates of a regression model it can cause bias in th...
When dealing with time series that are integrated of order one, the concept of cointegration becomes...
This paper examines power issues for the ADF and four break models (Perron 1989, Zivot and Andrews 1...
The paper provides a general framework for investigating the effects of permanent changes in the var...
The purpose of this paper is to use Bahadur’s asymptotic relative efficiency measure to compare the ...
A mean shift can cause tests for a unit root to erroneously fail to reject the null hypothesis of th...
Various linear models may be specified when attempting to estimate an apparent linear trend in real ...
A simple test is proposed for examining the correctness of a response function against unspecified g...
SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--287) / BLDSC - ...
Some problems in the errors of regression model is an important issue, such as the autocorrelated er...
It is well known that most of the standard specification tests are not robust when the alternative i...
We consider the topic of model misspecification with respect to unit roots. Although unit root missp...
Testing for a unit root in the moving average model is discussed. First, for the stationary MA(1) mo...
Two specification tests for switching regimes disequilibrium models are developed. The first is an asy...
This paper is concerned with using the bootstrap to obtain improved critical values for the error co...
When measurement error is present among the covariates of a regression model it can cause bias in th...
When dealing with time series that are integrated of order one, the concept of cointegration becomes...
This paper examines power issues for the ADF and four break models (Perron 1989, Zivot and Andrews 1...
The paper provides a general framework for investigating the effects of permanent changes in the var...
The purpose of this paper is to use Bahadur’s asymptotic relative efficiency measure to compare the ...
A mean shift can cause tests for a unit root to erroneously fail to reject the null hypothesis of th...
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