Misspecification of Causal and Noncausal Orders in Autoregressive Processes

Christian Gourieroux and Joann Jasiak

No 2014-25, Working Papers from Center for Research in Economics and Statistics

Abstract: chess rating (observed strength) belongs. As predicted, we find that within each section

Keywords: Noncausal Process; Misspecification; Binding Function; Indirect Inference; Speculative Bubbles; Stochastic Trend (search for similar items in EconPapers)
JEL-codes: C14 G23 G32 (search for similar items in EconPapers)
Pages: 43
Date: 2014-09
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://crest.science/RePEc/wpstorage/2014-25.pdf Crest working paper version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:crs:wpaper:2014-25

Access Statistics for this paper

More papers in Working Papers from Center for Research in Economics and Statistics Contact information at EDIRC.
Bibliographic data for series maintained by Secretariat General (publications@ensae.fr) and Murielle Jules Maintainer-Email : murielle.jules@ensae.Fr.