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On the harm that ignoring pretesting can cause
Danilov, Dmitry L.; Magnus, Jan R. - In: Journal of econometrics 122 (2004) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10002136485
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The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 92 (1999) 2, pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
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An efficient GLS estimator of triangular models with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 267-273
Persistent link: https://www.econbiz.de/10001071069
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On the efficient estimation of simultaneous equations with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10001071070
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077