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The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypotheses
Szroeter, Jerzy - In: Econometric theory 8 (1992) 4, pp. 553-569
Persistent link: https://www.econbiz.de/10001137676
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Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
Szroeter, Jerzy - In: Journal of econometrics 64 (1994) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10001166435
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The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypothesis
Szroeter, Jerzy - 1992
Persistent link: https://www.econbiz.de/10000854167
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Gross non-normality and the quality of a simple approximation to the p-value of a routine test of non-nested regressions
Szroeter, Jerzy - 1998
Persistent link: https://www.econbiz.de/10001426430