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A method of estimating the average derivative
Banerjee, Anurag Narayan - In: Journal of econometrics 136 (2007) 1, pp. 65-88
Persistent link: https://www.econbiz.de/10003401643
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The limiting power of autocorrelation tests in regression models with linear restrictions
Wan, Alan T. K.; Zou, Guohua; Banerjee, Anurag Narayan - 2004
Persistent link: https://www.econbiz.de/10002086486
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On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 95 (2000) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10001432559
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On the sensitivity of the usual T- and F-tests to AR(1) misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - 1997
Persistent link: https://www.econbiz.de/10000972163