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Exact and approximate distribution of the T ratio test statistic in an AR(1) model
Holly, Alberto; Rockinger, Michael - 1987 - Rev
Persistent link: https://www.econbiz.de/10000738177
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Some useful equivalence properties of Hausman's test
Holly, Alberto; Monfort, Alain - 1985 - Rev. version of Cahier No. 8201
Persistent link: https://www.econbiz.de/10000689304
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Tensor components of multivariate hermite polynomials and moments of a multivariate normal distribution
Holly, Alberto - 1986
Persistent link: https://www.econbiz.de/10000734491
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An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives
Holly, Alberto; Gardiol, Lucien - 1993
Persistent link: https://www.econbiz.de/10000879135
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A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000709486
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Specification tests : an overview
Holly, Alberto - 1986
Persistent link: https://www.econbiz.de/10000709492
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An econometric model of health care utilization and health insurance in Switzerland
Holly, Alberto (contributor) - 1998
Persistent link: https://www.econbiz.de/10000987278
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A score test for individual heteroscedasticity in a one-way error components model
Holly, Alberto; Gardiol, Lucien - 1999
Persistent link: https://www.econbiz.de/10001454427
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The ET interview: Professor Edmond Malinvaud
Holly, Alberto - In: Econometric theory 3 (1987) 2, pp. 273-295
Persistent link: https://www.econbiz.de/10001072727
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A general Kronecker formula for the moments of the multivariate normal distribution
Balestra, Pietro; Holly, Alberto - 1990
Persistent link: https://www.econbiz.de/10000789397