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Fourth Order Pseudo Maximum Li...
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Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
-
2010
Persistent link: https://www.econbiz.de/10009406538
Saved in:
2
Fourth order pseudo maximum likelihood methods
Holly, Alberto
;
Monfort, Alain
;
Rockinger, Michael
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 278-293
Persistent link: https://www.econbiz.de/10009270633
Saved in:
3
Exact and approximate distribution of the T ratio test statistic in an AR(1) model
Holly, Alberto
;
Rockinger, Michael
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000738177
Saved in:
4
Some useful equivalence properties of Hausman's test
Holly, Alberto
- In:
Economics letters
20
(
1986
)
1
,
pp. 39-43
Persistent link: https://www.econbiz.de/10001008795
Saved in:
5
A remark on Hausmanʹs specification test
Holly, Alberto
-
1980
-
2. vers
Persistent link: https://www.econbiz.de/10002873379
Saved in:
6
Testing for exogeneity : a survey
Holly, Alberto
-
1985
Persistent link: https://www.econbiz.de/10002873432
Saved in:
7
Testing for exogeneity : a survey
Holly, Alberto
- In:
Economic notes : economic review of Banca Monte dei …
(
1987
),
pp. 108-130
Persistent link: https://www.econbiz.de/10001054665
Saved in:
8
An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives
Holly, Alberto
;
Gardiol, Lucien
-
1993
Persistent link: https://www.econbiz.de/10000879135
Saved in:
9
A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto
;
Magnus, Jan R.
-
1986
Persistent link: https://www.econbiz.de/10000706578
Saved in:
10
A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto
;
Magnus, Jan R.
-
1986
Persistent link: https://www.econbiz.de/10000709486
Saved in:
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