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Improved beta approximation to the critical point of the Durbin-Watson test statistic
Ryu, Keunkwan - In: Seoul journal of economics 4 (1991) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10001110875
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Consistent, positive definite covariance matrix estimation of Heckman's two-step estimators
Ryu, Keunkwan - In: Journal of economic theory and econometrics : journal … 2 (1996) 2, pp. 65-75
Persistent link: https://www.econbiz.de/10001561226
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Monotonicity of Chi-Square Test Statistics
Ryu, Keunkwan - 2003
This paper establishes monotonicity of the chi-square test statistic. As the more efficient parameter estimator is plugged into the test statistic, the degrees of freedom of the resulting chi-square test statistic monotonically increase
Persistent link: https://www.econbiz.de/10014078615