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Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10001177303
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On the consistency of joint and paired tests for non-nested regression models
Dastoor, Naorayex K. - In: Journal of quantitative economics : official journal of … 3 (1987) 1, pp. 65-84
Persistent link: https://www.econbiz.de/10001056561
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Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L. - In: Journal of quantitative economics : official journal of … 2 (1986) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10001056666