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Likelihood ratio test for the coefficient of an endogenous variable in a structural equation
Tan, Randolph G. K. - 1995
Persistent link: https://www.econbiz.de/10000602371
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A simplified version of Heckman's two stage estimation procedure
Dagsvik, John K. - 1987
Persistent link: https://www.econbiz.de/10000608752
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Estimating parameters of an extreme value distribution by the method of moments
Christopeit, Norbert - 1990
Persistent link: https://www.econbiz.de/10000347821
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Computational statistics
Rao, Calyampudi Radhakrishna (contributor) - 1993
Persistent link: https://www.econbiz.de/10000348576
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Nested and non-nested procedures for testing linear and log-linear regression models
Bera, Anil K.; McAleer, Michael - 1988
Persistent link: https://www.econbiz.de/10000124649
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A new form of the information matrix test
Davidson, Russell; MacKinnon, James G. - 1988
Persistent link: https://www.econbiz.de/10000125027
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Cointegration, exogeneity, and policy analysis : an overview
Ericsson, Neil R. - 1991
Persistent link: https://www.econbiz.de/10000130708
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A simulation approach to the problem of computing cox's statistic for testing non-nested models
Pesaran, M. Hashem; Pesaran, Bahram - 1989
Persistent link: https://www.econbiz.de/10000130921
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A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
Pesaran, M. Hashem; Smith, Richard J. - 1993
Persistent link: https://www.econbiz.de/10000142714