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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W.; Stoker, Thomas M. - 1982
Persistent link: https://www.econbiz.de/10001531709
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Robust methods for arima models
Martin, R. Douglas; Samarov, Alexander - 1981
Persistent link: https://www.econbiz.de/10001532940
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Heterogeneity, comitted variable bias and duration dependence
Chamberlain, Gary - 1979
Persistent link: https://www.econbiz.de/10001534217
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Testing the interpretation of indices in a macroeconomic index model
Watson, Mark W.; Kraft, Dennis F. - 1982
Persistent link: https://www.econbiz.de/10001531704
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The asymptotic power of Cox's test of separate parametric families
Pesaran, Hashem - 1982
Persistent link: https://www.econbiz.de/10001532013
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The J-Test as an Hausman specification test
Hausman, Jerry; Pesaran, Hashem - 1982
Persistent link: https://www.econbiz.de/10001532014
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Small sample adjustments for the J-test
Godfrey, L. G.; Pesaran, Hashem - 1982
Persistent link: https://www.econbiz.de/10001532016
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Methods of solution and simulation for dynamic rational expectations models
Blanchard, Olivier J. - 1982
Persistent link: https://www.econbiz.de/10001532019
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Estimating distributed lags in short panels with an application to the specification of depreciation patterns and capital stock constructs
Pakes, Ariel; Griliches, Zvi - 1982
Persistent link: https://www.econbiz.de/10001532145
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A test for regression coefficient stability when a parameter is identified only under the alternative
Watson, Mark W. - 1982
Persistent link: https://www.econbiz.de/10001532164