Narrow search
Showing 1 - 10 of 75
Cover Image
Testing the Rationality of Survey Data Using the Weighted Double-Bootstrapped Method of Moments.
Jeong, Jinook; Maddala, G S - In: The Review of Economics and Statistics 78 (1996) 2, pp. 296-302
Conventional tests for rationality of survey data on expectations are not valid in the presence of measurement errors. However, if two or more survey measures of expectations are available on the true unobserved expectational variables, we can devise the appropriate FIML estimation methods and...
Persistent link: https://www.econbiz.de/10005740582
Cover Image
On the Exact Small Sample Distribution of the Instrumental Variable Estimator.
Maddala, G S; Jeong, Jinook - In: Econometrica 60 (1992) 1, pp. 181-83
Persistent link: https://www.econbiz.de/10005702471
Cover Image
An endogeneity-corrected bootstrap test on instrument relevance in instrumental variables estimation
Jeong, Jinook - In: The Korean economic review 20 (2004) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10002187493
Cover Image
A note on the optimality of the rational expectations hypothesis
Jeong, Jinook - In: Australian economic papers 30 (1991) 57, pp. 341-347
Persistent link: https://www.econbiz.de/10001134165
Cover Image
An endogeneity-corrected bootstrap test on instrument relevance in instrumental variables estimation
Jeong, Jinook - In: The Korean economic review 20 (2004) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10009934503
Cover Image
Simultaneous Estimation Methods for Large- and Medium-size Econometric Models.
Maddala, G S - In: Review of Economic Studies 38 (1971) 116, pp. 435-45
Persistent link: https://www.econbiz.de/10005242731
Cover Image
On the Asymptotic Properties of Some Two-Step Procedures for Estimating Distributed Lag Models.
Grether, David M; Maddala, G S - In: International Economic Review 13 (1972) 3, pp. 737-44
Persistent link: https://www.econbiz.de/10005384654
Cover Image
The Use of Variance Components Models in Pooling Cross Section and Time Series Data.
Maddala, G S - In: Econometrica 39 (1971) 2, pp. 341-58
Persistent link: https://www.econbiz.de/10005332129
Cover Image
Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors.
Maddala, G S; Rao, A S - In: Econometrica 41 (1973) 4, pp. 761-74
Persistent link: https://www.econbiz.de/10005332252
Cover Image
Generalized Least Squares with an Estimated Variance Covariance Matrix.
Maddala, G S - In: Econometrica 39 (1971) 1, pp. 23-33
Persistent link: https://www.econbiz.de/10005332322