✦ LIBER ✦

Disequilibrium econometrics in dynamic models

✍ Scribed by Jean-Jacques Laffont; Alain Monfort

Book ID: 107949794
Publisher: Elsevier Science
Year: 1979
Tongue: English
Weight: 368 KB
Volume: 11
Category: Article
ISSN: 0304-4076
DOI: 10.1016/0304-4076(79)90045-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on price adjustment models in dis

A note on price adjustment models in disequilibrium econometrics

✍ M. Mouchart; R. Orsi 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 432 KB

Dynamic Structure of Disequilibrium Mode

Dynamic Structure of Disequilibrium Models

✍ Duo Qin; Maozu Lu 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 93 KB

Test for normality in the econometric di

Test for normality in the econometric disequilibrium markets model

✍ Lung-Fei Lee 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 734 KB

An econometric disequilibrium model for

An econometric disequilibrium model for electric power system planning in Nigeria

✍ Ojameruaye, Emmanuel O. 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 777 KB

Macroeconomic dynamics and econometric m

Macroeconomic dynamics and econometric modelling

✍ Stefan Mittnik 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 257 KB

Monitoring structural change in dynamic

Monitoring structural change in dynamic econometric models

✍ Achim Zeileis; Friedrich Leisch; Christian Kleiber; Kurt Hornik 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

## Abstract The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation‐type tests in a monitoring situation—given a history period for which a regression relationship is known to be