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Testing for heteroscedasticity and random coefficient variation in simultaneous equations models
Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003585855
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Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo - In: Journal of econometrics 36 (1987) 3, pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
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Asymtotic efficiency in semi-parametric models with censoring
Chamberlain, Gary - In: Journal of econometrics 32 (1986) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10003511534
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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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Small sample estimation and stochastic simulation of an econometric model
Ahlstedt, Monica - 1986
Persistent link: https://www.econbiz.de/10000712695
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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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The exact multi-period mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - In: Journal of econometrics 39 (1988) 3, pp. 327-346
Persistent link: https://www.econbiz.de/10003580961
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Censored normal regression with measurement error on the dependent variable
Stapleton, Davis C.; Young, Douglas J. - 1981
Persistent link: https://www.econbiz.de/10003527883