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Testing AR(1) against MA(1) disturbances in the dynamic linear regression model

Silvapulle, Paramsothy - 1992

Persistent link: https://www.econbiz.de/10000837423

Unit root testing : AR(1) against IMA(1,1) disturbances in the linear regression model

Silvapulle, Paramsothy - 1992

Persistent link: https://www.econbiz.de/10000837471

Valid confidence intervals and inference in the presence of weak instruments

Zivot, Eric - In: International economic review 39 (1998) 4, pp. 1119-1144

Persistent link: https://www.econbiz.de/10001338783

Testing for AR(p) against IMA(1,q) disturbances in the linear regression model

Silvapulle, Paramsothy - In: Economics letters 40 (1992) 3, pp. 257-261

Persistent link: https://www.econbiz.de/10001140217

Some further results on the exact small sample properties of the instrumental variable estimator

Nelson, Charles R. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 4, pp. 967-976

Persistent link: https://www.econbiz.de/10001091330

Testing moving average against autoregressive disturbances in the linear-regression model

Silvapulle, Paramsothy - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 329-335

Persistent link: https://www.econbiz.de/10001108812

Testing for a unit root in a time series with mean shifts

Silvapulle, Paramsothy - 1993

Persistent link: https://www.econbiz.de/10000142819

Some robust properties of unit root tests

Silvapulle, Paramsothy - 1993

Persistent link: https://www.econbiz.de/10000142820

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

Nelson, Charles R. - 1988

New results on the exact small sample distribution of the instrumental variable estimator are presented by studying an important special case. The exact closed forms for the probability density and cumulative distribution functions are given. There are a number of surprising findings. The small...

Persistent link: https://www.econbiz.de/10012476367

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

Nelson, Charles R. - 2010

Persistent link: https://www.econbiz.de/10012760034