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Parameter orthogonalization and Bayesian inference with many instruments
Hahn, Jinyong; Hansen, Karsten T. - In: Economics letters 112 (2011) 2, pp. 207-209
Persistent link: https://www.econbiz.de/10009243323
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The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul - In: Economics letters 127 (2015), pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
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Unobservables in count data models for on-site samples
Silva, João Santos - In: Economics letters 54 (1997) 3, pp. 217-220
Persistent link: https://www.econbiz.de/10001224359
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An elementary estimator of the partial linear model
Yatchew, Adonis John - In: Economics letters 57 (1997) 2, pp. 135-143
Persistent link: https://www.econbiz.de/10001235647
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A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Davidson, James E. H. - In: Economics letters 59 (1998) 2, pp. 183-187
Persistent link: https://www.econbiz.de/10001241446
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Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J. - In: Economics letters 50 (1996) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
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Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Burke, Simon P. - In: Economics letters 50 (1996) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10001197811
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A non-parametric approach to non-linear causality testing
Bell, David N. F. - In: Economics letters 51 (1996) 1, pp. 7-18
Persistent link: https://www.econbiz.de/10001199698
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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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Should normality be a normal assumption?
Dorfman, Jeffrey H. - In: Economics letters 42 (1993) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001148253