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A note on F statistics for instrumental variable regressions
Godfrey, L. G. - In: Econometric reviews 11 (1992) 3, pp. 329-336
Persistent link: https://www.econbiz.de/10001133931
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Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
Lee, Lung-fei - In: Econometric reviews 11 (1992) 3, pp. 319-328
Persistent link: https://www.econbiz.de/10001133933
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An introduction to econometric applications of empirical process theory for dependent random variables
Andrews, Donald W. K. - In: Econometric reviews 12 (1993) 2, pp. 183-216
Persistent link: https://www.econbiz.de/10001144882
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Joint tests of non-nested models and general error specifications
Bera, Anil K. (contributor) - In: Econometric reviews 11 (1992) 1, pp. 97-117
Persistent link: https://www.econbiz.de/10001121979
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Efficient score tests for heteroskedasticity in micro-econometrics
Orme, Chris D. - In: Econometric reviews 11 (1992) 2, pp. 235-252
Persistent link: https://www.econbiz.de/10001128474
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Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Bollerslev, Tim - In: Econometric reviews 11 (1992) 2, pp. 143-172
Persistent link: https://www.econbiz.de/10001128478
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Optimal collection of information by partially informed agents
Kiefer, Nicholas Maximilian - In: Econometric reviews 7 (1988) 2, pp. 113-148
Persistent link: https://www.econbiz.de/10001064639
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Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James - In: Econometric reviews 16 (1997) 3, pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
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Exact testing in multivariate regression
Stewart, Kenneth G. - In: Econometric reviews 16 (1997) 3, pp. 321-352
Persistent link: https://www.econbiz.de/10001225568
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Testing for structural change in cointegrated regression models : some comparisons and generalizations
Hao, Kang - In: Econometric reviews 15 (1996) 4, pp. 401-429
Persistent link: https://www.econbiz.de/10001210396