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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Journal of econometrics 32 (1986) 2, pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
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Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo - In: Journal of econometrics 36 (1987) 3, pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
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Testing for individual effects in autoregressive models
Holtz-Eakin, Douglas - In: Journal of econometrics 39 (1988) 3, pp. 297-307
Persistent link: https://www.econbiz.de/10003580383
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The exact multi-period mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - In: Journal of econometrics 39 (1988) 3, pp. 327-346
Persistent link: https://www.econbiz.de/10003580961
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A further class of tests for heteroscedasticity
Evans, Merran A.; King, Maxwell L. - In: Journal of econometrics 37 (1988) 2, pp. 265-276
Persistent link: https://www.econbiz.de/10003543580
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The statistical foundations of a class of parametric tests for heteroscedasticity
Farebrother, R. W. - In: Journal of econometrics 36 (1987) 3, pp. 359-368
Persistent link: https://www.econbiz.de/10003545117
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Improved estimation of the disturbance variance in a linear regression model
Gelfand, Alan E.; Dey, Dipak K. - In: Journal of econometrics 39 (1988) 3, pp. 387-395
Persistent link: https://www.econbiz.de/10003526631
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A Monte Carlo evaluation of the power of some tests for heteroscedasticity
Griffiths, W. E.; Surekha, K. - In: Journal of econometrics 31 (1986) 2, pp. 219-231
Persistent link: https://www.econbiz.de/10003565341
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Asymtotic efficiency in semi-parametric models with censoring
Chamberlain, Gary - In: Journal of econometrics 32 (1986) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10003511534