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Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples : fin. vers. received December 1984
Kiviet, Jan F. - In: Journal of econometrics 28 (1985) 3, pp. 327-362
Persistent link: https://www.econbiz.de/10002223597
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The independence of tests for structural change in regression models
Phillips, G. D. A.; McCabe, B. P. - In: Economics letters 12 (1983) 3/4, pp. 283-287
Persistent link: https://www.econbiz.de/10002639549
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A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models
Phillips, G. D. A.; Harvey, A. C. - In: Economics letters 15 (1984) 3/4, pp. 301-307
Persistent link: https://www.econbiz.de/10002639574
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Testing for serial correlation in simultaneous equation models
Harvey, A. C.; Phillips, G. D. A. - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 3, pp. 747-759
Persistent link: https://www.econbiz.de/10002833955
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Testing for serial correlation in simultaneous equation models : some further results
Harvey, A. C.; Phillips, G. D. A. - In: Journal of econometrics 17 (1981) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10002833967
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Testing for contemporaneous correlation of disturbances in systems of regression equations
Harvey, Andrew C.; Phillips, Garry D. A. - In: Bulletin of economic research 34 (1982) 2, pp. 79-91
Persistent link: https://www.econbiz.de/10002833919