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Detecting lack of identification in GMM
Wright, Jonathan H. - In: Econometric theory 19 (2003) 2, pp. 322-330
Persistent link: https://www.econbiz.de/10001743410
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Near Observational Equivalence and Theoretical Size Problems with Unit Root Tests
Faust, Jon - In: Econometric theory 12 (1996) 4, pp. 724-732
Persistent link: https://www.econbiz.de/10007003404
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Local-to-Spurious Regression
Wright, Jonathan - In: Econometric theory 12 (1996) 3, pp. 585
Persistent link: https://www.econbiz.de/10007003671
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PROBLEMS AND SOLUTIONS - PROBLEMS - An Empirical Likelihood Ratio Test for a Unit Root
Wright, Jonathan - In: Econometric theory 15 (1999) 2, pp. 257
Persistent link: https://www.econbiz.de/10006989367
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DETECTING LACK OF IDENTIFICATION IN GMM
Wright, Jonathan H. - In: Econometric theory 19 (2003) 2, pp. 322-330
Persistent link: https://www.econbiz.de/10006969745
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ARTICLES - The Local Asymptotic Power of Certain Tests for Fractional Integration
Wright, Jonathan H. - In: Econometric theory 15 (1999) 5, pp. 704-709
Persistent link: https://www.econbiz.de/10006986840