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The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai; Yu, Shihti - In: Empirical economics : a journal of the Institute for … 26 (2001) 4, pp. 721-726
Persistent link: https://www.econbiz.de/10001625682
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Nonparametric hazard estimation with time varying discrete covariates
Leung, Siu Fai; Wong, Wing Hung - 1989 - Current version
Persistent link: https://www.econbiz.de/10000774309
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A new regression specification error test
Leung, Siu Fai; Yu, Shihti - 1993
Persistent link: https://www.econbiz.de/10000876357
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On the choice between sample selection and two-part models
Leung, Siu Fai - In: Journal of econometrics 72 (1996) 1, pp. 197-229
Persistent link: https://www.econbiz.de/10001198018
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Collinearity and two-step estimation of sample selection models : problems, origins, and remedies
Leung, Siu Fai; Yu, Shihti - 1996
Persistent link: https://www.econbiz.de/10000945389
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On the choice between sample selection and two-part models
Leung, Siu Fai; Yu, Shihti - 1992
Persistent link: https://www.econbiz.de/10000847790