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The structure of GMM and ML estimators in conditionally heteroskedastic models
Sabau, Hernando C. - 1987
Persistent link: https://www.econbiz.de/10000741539
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An exogeneity test for the simultaneous equation Tobit model with an application to labour supply
Smith, Richard - 1983 - Rev
Persistent link: https://www.econbiz.de/10000327207
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Approximative minimax estimators in the linear regression model
Stahlecker, Peter; Lauterbach, Jörg - 1985
Persistent link: https://www.econbiz.de/10000693202
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On the consistency of joint and paired tests for non-nested regression models
Dastoor, Noarayex K.; Dastoor, Naorayex K.; McAleer, Michael - 1986 - Rev
Persistent link: https://www.econbiz.de/10000705099
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The exact multiperiod mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - 1986
Persistent link: https://www.econbiz.de/10000706580
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Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. Hashem; Hall, Anthony D. - 1986
Persistent link: https://www.econbiz.de/10000715057
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A general likelihood approach to the instrumental variable estimation and test of misspecifications
Pesaran, M. Hashem; Pesaran, M.H. - 1984
Persistent link: https://www.econbiz.de/10000007936
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A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Journal of econometrics 32 (1986) 2, pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
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A diagnostic test for normality within the power exponential family
Poirier, Dale J.; Tello, Mario D.; Zin, Stanley E. - 1984
Persistent link: https://www.econbiz.de/10003652812
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A generalized estimation procedure of Box-Jenkin s autoregressive moving average models
Hsieh, Hsih-chia - 1985
Persistent link: https://www.econbiz.de/10000784838