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A note on the maximum likelihood estimation of regression models with first order moving average errors with roots on the unit circle
Pesaran, M. H:
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1985
Persistent link: https://www.econbiz.de/10003551638
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Tests of non-nested regression models : small sample adjustments and Monte Carlo evidence
Godfrey, L. C.
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Pesaran, M. H.
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1985
Persistent link: https://www.econbiz.de/10003551653
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The J-test as a Hausman specification test
Hausman, Jerry
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Pesaran, Hashem
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1985
Persistent link: https://www.econbiz.de/10003551657
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