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Wald tests of common factor restrictions
Gregory, Allan W.; Veall, Michael R. - In: Economics Letters 22 (1986) 2-3, pp. 203-208
Persistent link: https://www.econbiz.de/10005297156
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A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model.
Gregory, Allan W.; Veall, Michael R. - In: Canadian Journal of Economics 18 (1985) 1, pp. 94-105
Persistent link: https://www.econbiz.de/10005271675
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Formulating Wald tests of the restrictions implied by the rational expectations hypothesis
Gregory, Allan W. - In: Journal of applied econometrics 2 (1987) 1, pp. 61-68
Persistent link: https://www.econbiz.de/10001092247
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Wald tests of common factor restrictions
Gregory, Allan W. - In: Economics letters 22 (1986) 2, pp. 203-208
Persistent link: https://www.econbiz.de/10001026519
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Formulating Wald tests of nonlinear restrisctions
Gregory, Allan W.; Veall, Michael R. - In: Econometrica : journal of the Econometric Society, an … 53 (1985) 6, pp. 1465-1468
Persistent link: https://www.econbiz.de/10002521786
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The Lagrange multipler test of the restrictions for a simple rational expectations model
Gregory, Allan W.; Veall, Michael R. - 1983
Persistent link: https://www.econbiz.de/10002521790
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A Lagrange multipler test of restrictions for a simple rational expectations model
Gregory, Allan W.; Veall, Michael R. - In: The Canadian journal of economics 18 (1985) 1, pp. 94-105
Persistent link: https://www.econbiz.de/10002521792