Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing
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DOI: 10.1111/j.1468-0084.2008.00532.x
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References listed on IDEAS
- Maozu Lu & Grayham E. Mizon & Chiara Monfardini, 2008. "Simulation Encompassing: Testing Non‐nested Hypotheses," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 781-806, December.
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- Luigi Ermini & David F. Hendry, 2008.
"Log Income vs. Linear Income: An Application of the Encompassing Principle,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 807-827, December.
- Luigi Ermini & David F. Hendry, 1991. "Log Income vs. Linear Income: An Application of the Encompassing Principle," Working Papers 199111, University of Hawaii at Manoa, Department of Economics.
- Maozu Lu & Grayham E. Mizon & Chiara Monfardini, 2008. "Simulation Encompassing: Testing Non‐nested Hypotheses," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 781-806, December.
- Masayoshi Hayashi, 2013. "On the Decomposition of Regional Stabilization and Redistribution," CIRJE F-Series CIRJE-F-910, CIRJE, Faculty of Economics, University of Tokyo.
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2014.
"The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 153-184, April.
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2011. "The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis," WIDER Working Paper Series wp-2011-051, World Institute for Development Economic Research (UNU-WIDER).
- Jennifer L. Castle & Jurgen A. Doornik & David Hendry, 2019. "Some forecasting principles from the M4 competition," Economics Papers 2019-W01, Economics Group, Nuffield College, University of Oxford.
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