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Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables
Davidson, Russell; MacKinnon, James G. - In: Economics Letters 6 (1980) 2, pp. 119-123
Persistent link: https://www.econbiz.de/10005296393
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Efficient estimation of tail-area probabilities in sampling experiments
Davidson, Russell; MacKinnon, James G. - In: Economics Letters 8 (1981) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10005296563
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On a simple procedure for testing non-nested regression models
Davidson, Russell; MacKinnon, James G. - In: Economics Letters 5 (1980) 1, pp. 45-48
Persistent link: https://www.econbiz.de/10005257870
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Artificial regressions and C ([alpha]) tests
Davidson, Russell; MacKinnon, James G. - In: Economics Letters 35 (1991) 2, pp. 149-153
Persistent link: https://www.econbiz.de/10005159134
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The asymptotic distribution of linear indices of inequality, progressivity and redistribution
Duclos, Jean-Yves - In: Economics Letters 54 (1997) 1, pp. 51-57
Persistent link: https://www.econbiz.de/10005270268
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Bi-polarization comparisons
Duclos, Jean-Yves; Echevin, Damien - In: Economics Letters 87 (2005) 2, pp. 249-258
Persistent link: https://www.econbiz.de/10005270381