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A differencing specification test for models with serially correlated errors
Boothe, Paul; MacKinnon, James G. - 1985
Persistent link: https://www.econbiz.de/10003498416
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A general likelihood approach to the instrumental variable estimation and test of misspecifications
Pesaran, M. Hashem; Pesaran, M.H. - 1984
Persistent link: https://www.econbiz.de/10000007936
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Additional results concerning estimable functions and generalized inverse matrices
Searle, S. R. - In: Journal of the Royal Statistical Society 27 (1965) 3, pp. 486-490
Persistent link: https://www.econbiz.de/10003677513
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Specification pre-test estimator
Gourieroux, C.; Trognon, A. - In: Journal of econometrics 25 (1984) 1/2, pp. 15-27
Persistent link: https://www.econbiz.de/10003562263
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Rias to coefficients on lagged dependent variables
Grubb, David; Symons, James - 1983
Persistent link: https://www.econbiz.de/10003529856
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Specification tests for poisson regression models
Lee, Lung-Fei - 1984
Persistent link: https://www.econbiz.de/10003536233
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A specification test for normality assumption for the truncated and censored Tobit models
Lee, Lung-Fei - 1981
Persistent link: https://www.econbiz.de/10003528915
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Estimation of some non-normal limited dependent variable models
Lee, Lung-Fei - 1981
Persistent link: https://www.econbiz.de/10003528922
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Consistent estimation of a multivariate doubly truncated or censored Tobit model
Lee, Lung-Fei - 1981
Persistent link: https://www.econbiz.de/10003528963
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Identification and estimation of a model of hyperinflation with a continuum of "sunspot" equilibrium
Sargent, Thomas J.; Wallace, Neil - 1985
Persistent link: https://www.econbiz.de/10000773215