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A specification test for normality assumption for the truncated and censored Tobit models
Lee, Lung-Fei - 1981
Persistent link: https://www.econbiz.de/10003528915
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Estimation of some non-normal limited dependent variable models
Lee, Lung-Fei - 1981
Persistent link: https://www.econbiz.de/10003528922
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Consistent estimation of a multivariate doubly truncated or censored Tobit model
Lee, Lung-Fei - 1981
Persistent link: https://www.econbiz.de/10003528963
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A test for model specification of non-linear time series regressions
Bierens, Herman J. - 1981
Persistent link: https://www.econbiz.de/10003528989
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Tests for two separate regressions
Fisher, Gordon R. - 1982
Persistent link: https://www.econbiz.de/10003529104
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A modified heteroskedasticity consistent covariance matrix estimator with improved finite sample properties
MacKinnon, James G.; White, Halbert - 1983
Persistent link: https://www.econbiz.de/10003529317
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Convenient methods for estimation of linear regression models with ma(1) errors
MacDonald, Glenn M.; MacKinnon, James G. - 1983
Persistent link: https://www.econbiz.de/10003529372
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Weighted mean square error ridge regression : some analytical results
Prescott, David M. - 1975
Persistent link: https://www.econbiz.de/10003529426
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The spurious effects of unit roots on vector autoregressions : a Monte Carlo study
Ohanian, Lee E. - In: Journal of econometrics 39 (1988) 3, pp. 251-266
Persistent link: https://www.econbiz.de/10003643757
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On the comprehensive method of testing non-nested regression models
Pesaran, M. Hashem - 1982
Persistent link: https://www.econbiz.de/10001558986