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A chi-square test for a unit root
Kahn, James A. - In: Economics letters 34 (1990) 1, pp. 37-42
Persistent link: https://www.econbiz.de/10001093251
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Choosing among multiple nonlinear non-nested regression models with different dependent variables : an application to money demand
Smith, Marlene A. - In: Economics letters 34 (1990) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10001096987
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A simple model for heterogeneity in binary logit models
Beggs, John Joseph - In: Economics letters 3 (1988), pp. 245-249
Persistent link: https://www.econbiz.de/10001051136
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Dynamic properties of error correction models with a stochastic target series
Kempf, Hubert - In: Economics letters 21 (1986) 4, pp. 349-352
Persistent link: https://www.econbiz.de/10001016321
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Assessing the relative efficiency of Hausman's test under Bahadur efficiency considerations
Wascher, William L. - In: Economics letters 21 (1986) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001016322
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A test of the independence of subsets of instrumental variables and regressors
MacNulty, Mark S. - In: Economics letters 21 (1986) 4, pp. 329-331
Persistent link: https://www.econbiz.de/10001016327
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Wald, likelihood ration, and infinite induced test statistics for joint one-side hypotheses
Rogers, Alan J. - In: Economics letters 21 (1986) 3, pp. 261-264
Persistent link: https://www.econbiz.de/10001016353
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A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R. - In: Economics letters 21 (1986) 2, pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
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Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Kuan, Chung-ming - In: Economics letters 44 (1994) 3, pp. 235-239
Persistent link: https://www.econbiz.de/10001160023
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A diagnostic test for the sources of persistence in individuals' decisions
Shachar, Ron - In: Economics letters 45 (1994) 1, pp. 7-13
Persistent link: https://www.econbiz.de/10001162400