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econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI …
Persistent link: https://www.econbiz.de/10010711829
__Abstract__ Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and...
Persistent link: https://www.econbiz.de/10011149244
This discussion paper led to a publication in <I>Economics Letters</I> (2014). Vol. 123(3), pages 291-294.<P> Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but...</p></i>
Persistent link: https://www.econbiz.de/10011256925
Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and alternative...
Persistent link: https://www.econbiz.de/10010778706
Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and alternative...
Persistent link: https://www.econbiz.de/10010907409
through the comparison of simultaneous and sequential estimation, modeling tail credit risk using transition matrices …
Persistent link: https://www.econbiz.de/10010907447
leading econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations …
Persistent link: https://www.econbiz.de/10011149271
See also the article in <I>Econometrics</I> (2013). Volume 1(3), pages 217-235.<P> The paper focuses on the robustness … of rankings of academic journal quality and research impact of 10 leading econometrics journals taken from the Thomson …
Persistent link: https://www.econbiz.de/10011257317
econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI …
Persistent link: https://www.econbiz.de/10010907421