TESTS OF THE LIFE CYCLE-PERMANENT INCOME HYPOTHESIS IN THE PRESENCE OF RANDOM-WALKS - ASYMPTOTIC THEORY AND SMALL-SAMPLE INTERPRETATIONS

被引:11
作者
BANERJEE, A
DOLADO, J
机构
来源
OXFORD ECONOMIC PAPERS-NEW SERIES | 1988年 / 40卷 / 04期
关键词
D O I
10.1093/oxfordjournals.oep.a041877
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:610 / 633
页数:24
相关论文
共 33 条
[21]  
MANKIW NG, 1986, ECON LETT, V20, P139
[22]  
MANKIW NG, 1985, J MONETARY ECON, V16, P165
[23]   SURPRISES IN THE CONSUMPTION FUNCTION [J].
MUELLBAUER, J .
ECONOMIC JOURNAL, 1983, :34-50
[24]   MULTIPLE TIME-SERIES REGRESSION WITH INTEGRATED PROCESSES [J].
PHILLIPS, PCB ;
DURLAUF, SN .
REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) :473-495
[25]   TIME-SERIES REGRESSION WITH A UNIT-ROOT [J].
PHILLIPS, PCB .
ECONOMETRICA, 1987, 55 (02) :277-301
[26]   TOWARDS A UNIFIED ASYMPTOTIC THEORY FOR AUTOREGRESSION [J].
PHILLIPS, PCB .
BIOMETRIKA, 1987, 74 (03) :535-547
[27]   UNDERSTANDING SPURIOUS REGRESSIONS IN ECONOMETRICS [J].
PHILLIPS, PCB .
JOURNAL OF ECONOMETRICS, 1986, 33 (03) :311-340
[28]   OBSERVATIONS ON IMPROPER METHODS OF SIMULATING AND TEACHING FRIEDMANS TIME-SERIES CONSUMPTION MODEL [J].
SARGENT, TJ .
INTERNATIONAL ECONOMIC REVIEW, 1977, 18 (02) :445-462
[29]  
SIMS CA, 1988, INFERENCE LINEAR TIM
[30]  
STOCK JH, 1987, 127 PRINC U W WILS S