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On the consistency of joint and paired tests for non-nested regression models
Dastoor, Noarayex K.; Dastoor, Naorayex K.; McAleer, Michael - 1986 - Rev
Persistent link: https://www.econbiz.de/10000705099
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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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Tests of non-nested linear regression models subject to linear restrictions
Pesaran, M. Hashem; Hall, Anthony D. - 1986
Persistent link: https://www.econbiz.de/10000715057
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Tests of equality between sets of coefficients in two linear regressions : a generalization with binary dummy variables
Luoma, Martti - 1979
Persistent link: https://www.econbiz.de/10000005868
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A general likelihood approach to the instrumental variable estimation and test of misspecifications
Pesaran, M. Hashem; Pesaran, M.H. - 1984
Persistent link: https://www.econbiz.de/10000007936
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The screening hypothesis : an application of the Wiles test to graduates from Australian universities
Miller, Paul W.; Volker, Paul A. - 1983
Persistent link: https://www.econbiz.de/10000008385
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Linear regression and the Yule distribution
Xekalaki, Evdokia - In: Journal of econometrics 24 (1984) 3, pp. 397-403
Persistent link: https://www.econbiz.de/10003712700
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Estimators forn seemingly unrelated regression equations: some exact finite sample results
Zellner, Arnold - In: Journal of the American Statistical Association : JASA 58 (1963) 304, pp. 977-992
Persistent link: https://www.econbiz.de/10003712810