Browsing Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications by Subject "Econometrics"

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  • Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory 

    Ghysels, Eric; HALL, A. (Université de Montréal. Département de sciences économiques., 1987)
    In This Paper Several Additional Gmm Specification Tests Are Studied. a First Test Is a Chow-Type Test for Structural Parameter Stability of Gmm Estimates. the Test Is Inspired by the Fact That \"Taste and Technology\" Parameters Are Uncovered. the ...

  • A Test of New Aggregate Damand Curvature Properties 

    Korenman, Sanders D.; Ouellette, Pierre; Wooldridge, Jeff (Université de Montréal. Département de sciences économiques., 1988)
    In This Paper We Present and Implement an Econometric Test of Both Negative Semi-Definiteness of the Matrix of Compensated Price Effects and of the Negative Quasi-Definiteness of the Matrix of Uncompensated Price Effects. This Test Allows Us to Evaluate ...