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Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo; Stengos, Thanasēs; Yang, Ling - In: Journal of quantitative economics : official journal of … 3 (2005) 2, pp. 82-97
Persistent link: https://www.econbiz.de/10003314499
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Linearized limited information estimation of nonlinear simultaneous equations systems
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 6 (1990) 2, pp. 289-309
Persistent link: https://www.econbiz.de/10001100166
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Orthogonal regression models and the distribution of non-nested tests
Michelis, Leo - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001220371
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Testing for the regression coefficient stability
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 13 (1997) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001237603
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A note on the exact mean of the estimator of the nesting parameter in the artificial regression of the J-test
Michelis, Leo - In: Journal of quantitative economics : official journal of … 9 (1993) 1, pp. 177-181
Persistent link: https://www.econbiz.de/10001147591
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Additivity and separability of the Lagrange multiplier, likehood ratio and Wald tests
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 3 (1987) 1, pp. 53-63
Persistent link: https://www.econbiz.de/10001056563
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A game model of new and remanufactured goods, brown and green consumers, and market share dominance
Batabyal, Amitrajeet A.; Beladi, Hamid - In: Journal of quantitative economics : official journal of … 14 (2016) 2, pp. 345-354
Persistent link: https://www.econbiz.de/10011639918