ARMAX MODEL-SPECIFICATION TESTING, WITH AN APPLICATION TO UNEMPLOYMENT IN THE NETHERLANDS

被引:43
作者
BIERENS, HJ
机构
关键词
D O I
10.1016/0304-4076(87)90086-8
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:161 / 190
页数:30
相关论文
共 42 条
[1]  
BARRO RJ, 1977, AM ECON REV, V67, P101
[2]   UNANTICIPATED MONEY, OUTPUT, AND PRICE-LEVEL IN UNITED-STATES [J].
BARRO, RJ .
JOURNAL OF POLITICAL ECONOMY, 1978, 86 (04) :549-580
[3]  
BARRO RJ, 1979, AM ECON REV, V69, P1004
[4]  
BARRO RJ, 1980, RATIONAL EXPECTATION
[5]  
Baumol W.J., 1959, BUSINESS BEHAVIOUR V
[6]   CONSISTENT MODEL-SPECIFICATION TESTS [J].
BIERENS, HJ .
JOURNAL OF ECONOMETRICS, 1982, 20 (01) :105-134
[7]   MODEL-SPECIFICATION TESTING OF TIME-SERIES REGRESSIONS [J].
BIERENS, HJ .
JOURNAL OF ECONOMETRICS, 1984, 26 (03) :323-353
[8]  
Bierens HJ, 1982, STAT NEERL, V36, P81
[9]  
BIERENS HJ, 1986, 198626 FREE U AMST D
[10]  
BIERENS HJ, 1981, LECTURE NOTES EC MAT, V192