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A bias-adjusted LM test of error cross-section independence
Pesaran, M. Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10003648644
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On skewness and kurtosis of econometric estimators
Bao, Yong; Ullah, Aman - In: The econometrics journal 12 (2009) 2, pp. 232-247
Persistent link: https://www.econbiz.de/10003875656
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Smoothness adaptive average derivative estimation
Schafgans, Marcia M. A.; Zinde-Walsh, Victoria - In: The econometrics journal 13 (2010) 1, pp. 40-62
Persistent link: https://www.econbiz.de/10003975647
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Heterogeneity in dynamic discrete choice models
Schafgans, Marcia M.A.; Zinde-Walsh, Victoria - In: The econometrics journal 13 (2010) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10008380878
Cover Image
A bias-adjusted LM test of error cross-section independence
Pesaran, M.Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10007916430
Cover Image
On skewness and kurtosis of econometric estimators
Bao, Yong; Ullah, Aman - In: The econometrics journal 12 (2009) 2, pp. 232-247
Persistent link: https://www.econbiz.de/10008279068