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Testing unknown linear restrictions on parameter functions

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  • Gourieroux Christian
  • Monfort Alain
  • Renault E

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  • Gourieroux Christian & Monfort Alain & Renault E, 1985. "Testing unknown linear restrictions on parameter functions," CEPREMAP Working Papers (Couverture Orange) 8516, CEPREMAP.
    • Handle: RePEc:cpm:cepmap:8516
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    File URL: http://www.cepremap.fr/depot/couv_orange/co8516.pdf
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    References listed on IDEAS

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    1. Pham Dinh Tuan, 1984. "A Note On Some Statistics Useful In Identifying The Order Of Autoregressive Moving Average Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 5(4), pages 273-279, July.
    2. Pesaran, M. H., 1981. "Identification of rational expectations models," Journal of Econometrics, Elsevier, vol. 16(3), pages 375-398, August.
    3. Sargan, John D & Mehta, Fatemeh, 1983. "A Generalization of the Durbin Significance Test and Its Application to Dynamic Specification," Econometrica, Econometric Society, vol. 51(5), pages 1551-1567, September.
    4. Wallis, Kenneth F, 1980. "Econometric Implications of the Rational Expectations Hypothesis," Econometrica, Econometric Society, vol. 48(1), pages 49-73, January.
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    Cited by:

    1. Broze, Laurence & Gourieroux Christian & Szafarz A, 1986. "Reduction and identification of simultaneous equations models with rational expectations," CEPREMAP Working Papers (Couverture Orange) 8601, CEPREMAP.

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