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Tensor components of multivariate hermite polynomials and moments of a multivariate normal distribution
Holly, Alberto - 1986
Persistent link: https://www.econbiz.de/10000734491
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An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives
Holly, Alberto; Gardiol, Lucien - 1993
Persistent link: https://www.econbiz.de/10000879135
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Some useful equivalence properties of Hausman's test
Holly, Alberto; Monfort, Alain - 1985 - Rev. version of Cahier No. 8201
Persistent link: https://www.econbiz.de/10000689304
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A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000706578
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A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000709486
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Specification tests : an overview
Holly, Alberto - 1986
Persistent link: https://www.econbiz.de/10000709492
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Fourth Order Pseudo Maximum Likelihood Methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - Finrisk - 2008
The objective of this paper is to extend the results on Pseudo Maximum Likelihood(PML) theory derived in Gourieroux, Monfort, and Trognon (GMT)(1984) to a situation where the rst four conditional moments are specied.Such an extension is relevant in light of pervasive evidence that conditional...
Persistent link: https://www.econbiz.de/10005868843
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Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - 2009
The objective of this paper is to extend the results on Pseudo Maximum Likelihood (PML) theory derived in Gourieroux, Monfort, and Trognon (GMT) (1984) to a situation where the first four conditional moments are specified. Such an extension is relevant in light of pervasive evidence that...
Persistent link: https://www.econbiz.de/10003970462
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Old age, health and long-term care
Van Doorslaer, Eddy - In: Ageing, health and pensions in Europe : an economic and …, (pp. 241-243). 2010
Persistent link: https://www.econbiz.de/10008906980
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Old age, health and long-term care
Spoor, Lou - In: Ageing, health and pensions in Europe : an economic and …, (pp. 239-240). 2010
Persistent link: https://www.econbiz.de/10008906981