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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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Is the minimum chi-square estimator the winner in logit regression?
Hughes, Gordon A. - In: Journal of econometrics 61 (1994) 2, pp. 345-366
Persistent link: https://www.econbiz.de/10001155765
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Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A. - In: Journal of econometrics 62 (1994) 2, pp. 91-128
Persistent link: https://www.econbiz.de/10001162308
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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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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
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The exact moments of the least-squares estimator for the autoregressive model : corrections and extensions
Nankervis, John C. - In: Journal of econometrics 3 (1988), pp. 381-388
Persistent link: https://www.econbiz.de/10001040761