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The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model.
Ozcam, A.; Judge, G.; Bera, A.; Yancey, T. - CentER for Economic Research, Universiteit van Tilburg - 1991
Persistent link: https://www.econbiz.de/10005660528
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Rao's Score Test in Econometrics.
Bera, A.K.; Ullah, A. - CentER for Economic Research, Universiteit van Tilburg - 1991
Persistent link: https://www.econbiz.de/10005775384
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Robust tests for Heteroskedasticity and Autocorrelation Using Score Function.
Bera, A.K.; Ng, P.T. - CentER for Economic Research, Universiteit van Tilburg - 1992
Persistent link: https://www.econbiz.de/10005775455
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ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT.
MCLEER, M.; PESARAN, M.H.; BERA, A.K. - CentER for Economic Research, Universiteit van Tilburg - 1990
Persistent link: https://www.econbiz.de/10005660506