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A Note on Testing Overidentifying restrictions: The Anderson-Rubin Test Revisited
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1992
Persistent link: https://www.econbiz.de/10005549165
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A Note on Identification Test Procedures.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1991
Persistent link: https://www.econbiz.de/10005344568
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Specification Tests in Simultaneous Equitions Systems.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1991
Persistent link: https://www.econbiz.de/10005344654
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A Note on Heteroskedasticity Issues.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1992
Persistent link: https://www.econbiz.de/10005687393
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A Useful Lemma.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1992
Persistent link: https://www.econbiz.de/10005687428
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A Useful Multivariate Stochastic Integration Result.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1995
Persistent link: https://www.econbiz.de/10005687447
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A Characterization of Cointegration.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1995
Persistent link: https://www.econbiz.de/10005687453
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A Conformity Test for Cointegration.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1995
Persistent link: https://www.econbiz.de/10005687458
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The Limiting Distribution of the Cointegration Test Statistic in VAR(n) Models.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1995
Persistent link: https://www.econbiz.de/10005687481
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A note on Identification test Procedures.
Dhrymes, P. - Department of Economics, School of Arts and Sciences - 1991
Persistent link: https://www.econbiz.de/10005687483