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The multivariate student t model in robust inference and data analysis
Breusch, Trevor S. - 1993
Persistent link: https://www.econbiz.de/10000883825
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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692
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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000753411
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A simple method for testing a general parametric model against a non-nested alternative
Horowitz, Joel; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000753888
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Significance tests for a mis-specified Tobit model
Taylor, Larry W. - 1989
Persistent link: https://www.econbiz.de/10000767733
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Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity
Breusch, Trevor S. - 1993
Persistent link: https://www.econbiz.de/10000877369
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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000124649
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Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. Hashem; Hall, Anthony D. - 1986
Persistent link: https://www.econbiz.de/10000715057
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Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489724
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On exact and asymptotic tests of non-nested models
Bera, Anil K.; McAleer, Michael - 1985
Persistent link: https://www.econbiz.de/10013539671