FORMULATING WALD TESTS OF THE RESTRICTIONS IMPLIED BY THE RATIONAL-EXPECTATIONS HYPOTHESIS

被引:13
作者
GREGORY, AW
VEALL, MR
机构
[1] QUEENS UNIV,DEPT ECON,KINGSTON K7L 3N6,ONTARIO,CANADA
[2] MCMASTER UNIV,DEPT ECON,HAMILTON L8S 4M4,ONTARIO,CANADA
关键词
D O I
10.1002/jae.3950020105
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:61 / 68
页数:8
相关论文
共 17 条
[1]  
BARRO RJ, 1977, AM ECON REV, V67, P101
[2]  
BATES DM, 1980, J ROY STAT SOC B MET, V42, P1
[3]   PARAMETER TRANSFORMATIONS FOR IMPROVED APPROXIMATE CONFIDENCE-REGIONS IN NON-LINEAR LEAST-SQUARES [J].
BATES, DM ;
WATTS, DG .
ANNALS OF STATISTICS, 1981, 9 (06) :1152-1167
[4]   THE ROLE OF MONEY SUPPLY SHOCKS IN THE SHORT-RUN DEMAND FOR MONEY [J].
CARR, J ;
DARBY, MR .
JOURNAL OF MONETARY ECONOMICS, 1981, 8 (02) :183-199
[5]   AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY WITH ESTIMATES OF THE VARIANCE OF UNITED-KINGDOM INFLATION [J].
ENGLE, RF .
ECONOMETRICA, 1982, 50 (04) :987-1007
[6]  
Gallant A.R., 1975, J ECONOMETRICS, V3, P35, DOI [10.1016/0304-4076(75)90064-0, DOI 10.1016/0304-4076(75)90064-0]
[7]   TESTING A NONLINEAR-REGRESSION SPECIFICATION - NONREGULAR CASE [J].
GALLANT, AR .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1977, 72 (359) :523-530
[9]   AN ECONOMETRIC-MODEL OF CANADIAN MONETARY-POLICY OVER THE 1970S [J].
GREGORY, AW ;
RAYNAULD, J .
JOURNAL OF MONEY CREDIT AND BANKING, 1985, 17 (01) :43-58
[10]   A LAGRANGE MULTIPLIER TEST OF THE RESTRICTIONS FOR A SIMPLE RATIONAL-EXPECTATIONS MODEL [J].
GREGORY, AW ;
VEALL, MR .
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1985, 18 (01) :94-105