ALTERNATIVE NON-NESTED SPECIFICATION TESTS OF TIME-SERIES INVESTMENT MODELS

[1] [Anonymous], 1984, HDB ECONOMETRICS, DOI DOI 10.1016/S1573-4412(84)02005-5

[2] ATKINSON AC, 1970, J ROY STAT SOC B, V32, P323

[3] MAXIMUM LIKELIHOOD PROCEDURE FOR REGRESSION WITH AUTO-CORRELATED ERRORS [J]. ECONOMETRICA, 1978, 46 (01) : 51 - 58

[4] AN ECONOMETRIC-MODEL OF MANUFACTURING INVESTMENT IN THE UK [J]. ECONOMIC JOURNAL, 1981, 91 (361) : 106 - 121

[5] BERNANKE B, 1986, 890 STANF GRAD SCH B

[6] BISCHOFF CW, 1971, TAX INCENTIVES CAPIT

[7] BISCHOFF CW, 1970, BROOKINGS PAPERS EC, V1, P13

[8] OVERCAPACITY AND THE ACCELERATION PRINCIPLE [J]. ECONOMETRICA, 1952, 20 (01) : 1 - 28

[9] BEST LINEAR UNBIASED INTERPOLATION, DISTRIBUTION, AND EXTRAPOLATION OF TIME SERIES BY RELATED SERIES [J]. REVIEW OF ECONOMICS AND STATISTICS, 1971, 53 (04) : 372 - 375

[10] Clark PK, 1979, BROOKINGS PAPERS EC, P73

[1] [Anonymous], 1984, HDB ECONOMETRICS, DOI DOI 10.1016/S1573-4412(84)02005-5

[2] ATKINSON AC, 1970, J ROY STAT SOC B, V32, P323

[3] MAXIMUM LIKELIHOOD PROCEDURE FOR REGRESSION WITH AUTO-CORRELATED ERRORS [J]. ECONOMETRICA, 1978, 46 (01) : 51 - 58

[4] AN ECONOMETRIC-MODEL OF MANUFACTURING INVESTMENT IN THE UK [J]. ECONOMIC JOURNAL, 1981, 91 (361) : 106 - 121

[5] BERNANKE B, 1986, 890 STANF GRAD SCH B

[6] BISCHOFF CW, 1971, TAX INCENTIVES CAPIT

[7] BISCHOFF CW, 1970, BROOKINGS PAPERS EC, V1, P13

[8] OVERCAPACITY AND THE ACCELERATION PRINCIPLE [J]. ECONOMETRICA, 1952, 20 (01) : 1 - 28

[9] BEST LINEAR UNBIASED INTERPOLATION, DISTRIBUTION, AND EXTRAPOLATION OF TIME SERIES BY RELATED SERIES [J]. REVIEW OF ECONOMICS AND STATISTICS, 1971, 53 (04) : 372 - 375

[10] Clark PK, 1979, BROOKINGS PAPERS EC, P73