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A size correction to the Lagrange multiplier test for heteroskedasticity
Honda, Yuzo - In: Journal of econometrics 3 (1988), pp. 379-386
Persistent link: https://www.econbiz.de/10001046318
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Inference in possibly integrated vector autoregressive models : some finite sample evidence
Yamada, Hiroshi - In: Journal of econometrics 86 (1998) 1, pp. 55-95
Persistent link: https://www.econbiz.de/10001243866
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Small sample properties of the mixed regression estimator
Ohtani, Kazuhiro; Honda, Yuzo - In: Journal of econometrics 26 (1984) 3, pp. 375-385
Persistent link: https://www.econbiz.de/10002581844
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Inference in possibly integrated vector autoregressive models: Some finite sample evidence
Yamada, Hiroshi; Toda, Hiro Y. - In: Journal of econometrics 86 (1998) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10006788947