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On the power of Durban-Watson statistics against fractionally integrated processes
Tsay, Wen-jen
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Econometric reviews
17
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1998
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4
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pp. 361-386
Persistent link: https://www.econbiz.de/10001250284
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Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin
;
Tsay, Wen-jen
- In:
Econometric reviews
37
(
2018
)
6/10
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pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
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