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Approximation of the asymptotic distribution of the log likelihood ratio test for cointegration
Larsson, Rolf - In: Econometric theory 15 (1999) 6, pp. 789-813
Persistent link: https://www.econbiz.de/10001507477
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A general method to estimate correlated discrete random variables
Ophem, Hans van - In: Econometric theory 15 (1999) 2, pp. 228-237
Persistent link: https://www.econbiz.de/10001381847
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The density of a quadratic form in a vector uniformly distributed on the n-sphere
Hillier, Grant H. - In: Econometric theory 17 (2001) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001556064
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - In: Econometric theory 19 (2003) 5, pp. 744-753
Persistent link: https://www.econbiz.de/10001802801
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Density functionals, with an option-pricing application
Abadir, Karim Maher; Rockinger, Michael - In: Econometric theory 19 (2003) 5, pp. 778-811
Persistent link: https://www.econbiz.de/10001802812
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The exact cumulative distribution function of a ratio of quadratic forms in normal variables, with application to the AR(1) model
Forchini, Giovanni - In: Econometric theory 18 (2002) 4, pp. 823-852
Persistent link: https://www.econbiz.de/10001687451
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The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 19 (2003) 1, pp. 100-142
Persistent link: https://www.econbiz.de/10001728181
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A test for comparing multiple misspecified conditional interval models
Corradi, Valentina; Swanson, Norman R. - In: Econometric theory 21 (2005) 5, pp. 991-1016
Persistent link: https://www.econbiz.de/10003101953
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Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
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On the properties of the t- and F-ratios in linear regressions with nonnormal errors
Qin, Huaizhen; Wan, Alan T. K. - In: Econometric theory 20 (2004) 4, pp. 690-700
Persistent link: https://www.econbiz.de/10002163068