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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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Small sample properties of alternative forms of the Lagrange Multiplier test
Davidson, Russel; MacKinnon, James G. - In: Economics Letters 12 (1983) 3-4, pp. 269-275
Persistent link: https://www.econbiz.de/10005270494
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Convenient singularities and maximum likelihood estimation
MacKinnon, James G. - In: Economics Letters 3 (1979) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10005275714