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Tests of specification for parametric and semiparametric models
Whang, Yoon-jae - In: Journal of econometrics 57 (1993) 1, pp. 277-318
Persistent link: https://www.econbiz.de/10001142521
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Modified three-stage least squares estimator which is third-order efficient
Morimune, Kimio - In: Journal of econometrics 57 (1993) 1, pp. 257-276
Persistent link: https://www.econbiz.de/10001142522
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Testing for autoregressive disturbances in a time series regression with missing observations
Shively, Thomas S. - In: Journal of econometrics 57 (1993) 1, pp. 233-255
Persistent link: https://www.econbiz.de/10001142523
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A comparison of nonnested tests for misspecified models using the method of approximate slopes
Zabel, Jeffrey Edward - In: Journal of econometrics 57 (1993) 1, pp. 205-232
Persistent link: https://www.econbiz.de/10001142524
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Another look at the evidence on money-income causality
Friedman, Benjamin M. - In: Journal of econometrics 57 (1993) 1, pp. 189-203
Persistent link: https://www.econbiz.de/10001142525
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Coherency and regularity of demand systems with equality and inequality constraints
Soest, Arthur van - In: Journal of econometrics 57 (1993) 1, pp. 161-188
Persistent link: https://www.econbiz.de/10001142526
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Higher-order sample autocorrelations and the unit root hypothesis
Bierens, Herman J. - In: Journal of econometrics 57 (1993) 1, pp. 137-160
Persistent link: https://www.econbiz.de/10001142527
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Robustness to nonnormality of the Durbin-Watson test for autocorrelation
Ali, Mukhtar M. - In: Journal of econometrics 57 (1993) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10001142529
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Structural duration analysis of management data
Ryu, Keunkwan - In: Journal of econometrics 57 (1993) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001142530
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Measuring the unidentified parameter of the extended Roy model of selectivity
Vijverberg, Wim P. M. - In: Journal of econometrics 57 (1993) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10001142531