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Higher moment estimators for linear regression models with errors in the variables
Dagenais, Marcel G. - In: Journal of econometrics 76 (1997) 1, pp. 193-221
Persistent link: https://www.econbiz.de/10001211362
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Parameter estimation in regression models with errors in the variables and autocorrelated disturbances
Dagenais, Marcel G. - In: Journal of econometrics 64 (1994) 1, pp. 145-163
Persistent link: https://www.econbiz.de/10001166429
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A simultaneous probit model
Dagenais, Marcel G. - In: Cahiers économiques de Bruxelles (1999) 3, pp. 325-346
Persistent link: https://www.econbiz.de/10001418959
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On the lack of invariance of some asymptotic tests to rescaling
Dagenais, Marcel G. - In: Economics letters 38 (1992) 3, pp. 251-257
Persistent link: https://www.econbiz.de/10001123561
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Pitfalls of rescaling regression models with Box-Cox transformations
Dagenais, Marcel G. - In: The review of economics and statistics 76 (1994) 3, pp. 571-575
Persistent link: https://www.econbiz.de/10001176026
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Urban travel demand : the impact of box-cox transformations with nonspherical residual errors
Dagenais, Marcel G.; Gaudry, Marc J. I.; Liem, Tran Cong - 1985
Persistent link: https://www.econbiz.de/10003508629