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Estimating dynamic random effects models from panel data covering short time periods
Bhargava, Alok; Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 6, pp. 1635-1659
Persistent link: https://www.econbiz.de/10001925300
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Testing residuals from least squares regression for being generated by the Gaussian random walk
Sargan, J. D.; Bhargava, Alok - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 1, pp. 153-174
Persistent link: https://www.econbiz.de/10002730126
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Some tests of dymanic specification for a single equation
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 4, pp. 879-897
Persistent link: https://www.econbiz.de/10002730142
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Some approximation to the distribution of econometric criteria wich are asymptotically distributed as Chi-squared
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 5, pp. 1107-1138
Persistent link: https://www.econbiz.de/10002730160
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On Monte Carlo estimates of moments that are infinite
Sargan, J. D. - 1982
Persistent link: https://www.econbiz.de/10002730166
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On the existence of the moments of 3SLS estimators
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 6, pp. 1329-1350
Persistent link: https://www.econbiz.de/10002730175
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Maximum likelihood estimation of regression models with first order moving average errors when the root lies on the unit circle
Sargan, J. D.; Bhargava, Alok - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 3, pp. 799-820
Persistent link: https://www.econbiz.de/10002730230
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Identification and lack of identification
Sargan, J. D. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 6, pp. 1605-1633
Persistent link: https://www.econbiz.de/10002730259
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A generalization of the Durbin significance test and its application to dynamic specification
Sargan, J. D.; Mehta, F. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 5, pp. 1551-1567
Persistent link: https://www.econbiz.de/10002730278
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Edgeworth approximations to the distribution of various test statistics
Sargan, J. D.; Tse, Y. K. - In: Proceedings of the Econometric Society European meeting …, (pp. 281-295). 1981
Persistent link: https://www.econbiz.de/10002730337