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Alternative tests for a first-order vector autoregressive error specification

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  • Guilkey, David K.
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  • Guilkey, David K., 1974. "Alternative tests for a first-order vector autoregressive error specification," Journal of Econometrics, Elsevier, vol. 2(1), pages 95-104, May.
    • Handle: RePEc:eee:econom:v:2:y:1974:i:1:p:95-104
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    Cited by:

    1. Brester, Gary W. & Wohlgenant, Michael K., 1990. "Effects of Measurement Error in Disappearance Data on Estimated Demand Elasticities for Keats," 1990 Annual meeting, August 5-8, Vancouver, Canada 271039, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Lyon, Charles C. & Thompson, Gary D., 1991. "Model Selection With Temporal And Spatial Aggregation: Alternative Marketing Margin Models," Staff Papers 13253, University of Minnesota, Department of Applied Economics.
    3. Duffield, James A., 1990. "Estimating Farm Labor Elasticities To Analyze The Effects Of Immigration Reform," Staff Reports 278270, United States Department of Agriculture, Economic Research Service.
    4. Thompson, Gary D. & Cepeda, Ricardo Cavazos, 2002. "Gauging The Recent Effects Of The North American Free Trade Agreement," Journal of Food Distribution Research, Food Distribution Research Society, vol. 33(1), pages 1-13, March.
    5. Thompson, Gary D. & Wilson, Paul N., 1999. "Market Demands For Bagged, Refrigerated Salads," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 24(2), pages 1-19, December.
    6. Gabriele Fiorentini & Enrique Sentana, 2009. "Dynamic Specification Tests for Static Factor Models," Working Papers wp2009_0912, CEMFI.
    7. Kenneth J. Robinson, 1987. "Random coefficients models of the inflationary consequences of discretionary central bank behavior," Working Papers 8704, Federal Reserve Bank of Dallas.

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