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A better way to bootstrap pairs
Flachaire, Emmanuel - In: Economics letters 64 (1999) 3, pp. 257-262
Persistent link: https://www.econbiz.de/10001399298
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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/10002057754
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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/10002057780
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Artificial regressions and C ([alpha]) tests
Davidson, Russell - In: Economics letters 35 (1991) 2, pp. 149-153
Persistent link: https://www.econbiz.de/10001102150