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Some applications of minimum norm quadratic estimation and eigenvalue-based test for heteroskedasticity
Suprayitno, Totok - 1993
. The finite sample behavior of the t-statistics is investigated through simulated confidence interval coverage …
Persistent link: https://www.econbiz.de/10009484432
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1994 - Rev
Persistent link: https://www.econbiz.de/10000888986
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Multivariate distributions for limited dependent variable models
Gouriéroux, Christian; Jouneau, Frédéric - 1994
Persistent link: https://www.econbiz.de/10000893309
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Indirect inference for stochastic differential equations
Gouriéroux, Christian; Monfort, Alain - 1994
Persistent link: https://www.econbiz.de/10000895472
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Joint tests of non-nested models and general error specifications
Bera, Anil K. (contributor) - 1991
Persistent link: https://www.econbiz.de/10000829592
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Indirect inference
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1992 - Rev
Persistent link: https://www.econbiz.de/10000839360
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Testing, encompassing and simulating dynamic econometric models
Gouriéroux, Christian; Monfort, Alain - 1992
Persistent link: https://www.econbiz.de/10000839361
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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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Joint tests of non-nested models and general error specifications
Bera, Anil K.; McAleer, Michael; Pesaran, M. Hashem - 1989 - Rev
Persistent link: https://www.econbiz.de/10000778211
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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