Narrow search
Showing 1 - 10 of 38
Cover Image
A remark on Hausmanʹs specification test
Holly, Alberto - 1980 - 2. vers
Persistent link: https://www.econbiz.de/10002873379
Cover Image
Exact and approximate distribution of the T ratio test statistic in an AR(1) model
Holly, Alberto; Rockinger, Michael - 1987 - Rev
Persistent link: https://www.econbiz.de/10000738177
Cover Image
An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives
Holly, Alberto; Gardiol, Lucien - 1993
Persistent link: https://www.econbiz.de/10000879135
Cover Image
A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000706578
Cover Image
A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000709486
Cover Image
Specification tests : an overview
Holly, Alberto - 1986
Persistent link: https://www.econbiz.de/10000709492
Cover Image
Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - 2010
Persistent link: https://www.econbiz.de/10009406538
Cover Image
Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - In: Journal of econometrics 162 (2011) 2, pp. 278-293
Persistent link: https://www.econbiz.de/10009270633
Cover Image
Some useful equivalence properties of Hausman's test
Holly, Alberto - In: Economics letters 20 (1986) 1, pp. 39-43
Persistent link: https://www.econbiz.de/10001008795
Cover Image
A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto - In: Annales d'économie et de statistique (1988), pp. 121-138
Persistent link: https://www.econbiz.de/10001054410