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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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A test for the presence of conditional heteroskedasticity within ARCH-M framework
Bera, Anil K.; Ra, Sungsup - 1994
Persistent link: https://www.econbiz.de/10000899057
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Statistics and econometric models
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000912774
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Robust tests for heteroskedasticity and autocorrelation using score function
Bera, Anil K.; Ng, Pin T. - 1992
Persistent link: https://www.econbiz.de/10000848771
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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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Simulation based econometric methods
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000918333
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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