Test for normality in the econometric disequilibrium markets model
โ Scribed by Lung-Fei Lee
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 734 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0304-4076
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We are very proud for having been allowed to put together this special issue. We thank Hashem Pesaran (editor) and Herman van Dijk (responsible co-editor) for their feedback and support. We also thank all authors for delivering such fine pieces of research. Finally, we are grateful to all referees,
Time series models are a common tool in both environmetrics and econometrics. Dynamic eects are accommodated by the inclusion of lagged variables. Tests of null hypotheses involving `long-run' eects are not invariant and, surprisingly, the most commonly used form involves a non-linear hypothesis whe