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AUTOMATIC TESTS for SUPER EXOGENEITY
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AUTOMATIC TESTS for SUPER EXOGENEITY (2007)AUTOMATIC TESTS for SUPER EXOGENEITYImpulse saturation break tests (2007)Impulse saturation break testsCo-Breaking (2006)Co-BreakingTesting for Super-Exogeneity in the Presence of Common Deterministic Shifts (2002)Testing for Super-Exogeneity …An empirical critique of the Lucas critique (2000)An empirical critique of the …Forecasting Non-Stationary Economic Time Series (1999)Forecasting Non-Stationary Ec…On the power of tests for superexogeneity and structural invariance (1996)On the power of tests for sup…The Lucas Critique in Practice: Theory Without Measurement (1995)The Lucas Critique in Practic…Testing Super Exogeneity and Invariance in Regression Models (1995)Testing Super Exogeneity and …Testing superexogeneity and invariance in regression models (1993)Testing superexogeneity and i…Testing the lucas critique: A review (1992)Testing the lucas critique: A…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The use of dummy variables to compute predictions, prediction errors, and confidence intervals (1976)The use of dummy variables to…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…Econometric Models and Methods (1967)Petrol price asymmetries revisited (1998)The Demand for Broad Money in the United Kingdom, 1878–1993 (1998)Unemployment and Crime: Toward Resolving the Paradox (1998)A Theory of the Consumption Function (1960)Some International Evidence on Output-Inflation Tradeoffs. (1973)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Does Culture Affect Economic Outcomes? (2006)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Chapter 12 Forecasting with Breaks (2006)Evaluating Forecasts, Narratives and Policy Using a Test of Invariance (2017)The role of renewable energy and total factor productivity in reducing CO2 emissions in Azerbaijan. Fresh insights from a new theoretical framework coupled with Autometrics (2023)Specification Tests in Econometrics (1978)Forecasting in cointegrated systems (1995)Cointegration tests in the presence of structural breaks (1996)Asymptotic Inference on Cointegrating Rank in Partial Systems (1998)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Domestic and foreign effects on prices in an open economy: The case of Denmark (1992)Modeling Inflation in Australia (1998)The Econometrics of Macroeconomic Modelling (2005)Economic and statistical measures of forecast accuracy (2000)Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Small sample properties of forecasts from autoregressive models under structural breaks (2004)Empirical modeling of money demand (1998)Economic forecasting: some lessons from recent research (2003)Monetary Policy Shifts and the Stability of Monetary Policy Models (2003)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Assessing French inflation persistence with impulse saturation break tests and automatic general-to-specific modelling (2008)Looking for a change point in French monetary policy in the early eighties (2008)Inflation Dynamics And Food Prices In An Agricultural Economy: The Case Of Ethiopia (2009)The Implications for Econometric Modelling of Forecast Failure (1997)Superexogeneity and the dynamic linkages among international equity markets (1998)Spillover effects in energy futures markets (2001)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 1999Forecasting Non-Stationary Economic Time Series419 cited
  • 1993Testing superexogeneity and invariance in regression models346 cited
  • 1992Testing the lucas critique: A review220 cited
  • 1976The use of dummy variables to compute predictions, prediction errors, and confidence intervals198 cited
  • 1995The Lucas Critique in Practice: Theory Without Measurement145 cited
  • 2006Co-Breaking89 cited
  • 1995Testing Super Exogeneity and Invariance in Regression Models80 cited
  • 2007Impulse saturation break tests26 cited
  • 1996On the power of tests for superexogeneity and structural invariance21 cited
  • 2000An empirical critique of the Lucas critique14 cited
  • 2002Testing for Super-Exogeneity in the Presence of Common Deterministic Shifts14 cited

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