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The Approximate Slopes of Econometric Tests

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Author Info
Geweke, John

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 49 (1981)
Issue (Month): 6 (November)
Pages: 1427-42
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Handle: RePEc:ecm:emetrp:v:49:y:1981:i:6:p:1427-42

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  2. Robert F. Stambaugh, 1993. "Estimating Conditional Expectations when Volatility Fluctuates," NBER Technical Working Papers 0140, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Dukpa Kim & Pierre Perron, 2006. "Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope," Boston University - Department of Economics - Working Papers Series WP2006-063, Boston University - Department of Economics. [Downloadable!]
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  4. Edgar Weissenberger & J. Thomas, 1983. "The causal role of money in West Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 119(1), pages 64-83, March. [Downloadable!] (restricted)
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  6. Chafik Bouhaddioui & Roch Roy, 2004. "A Generalized Portmanteau Test for Independence of Two Infinite Order Vector Autoregressive Series," CIRANO Working Papers 2004s-06, CIRANO. [Downloadable!]
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