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Changes in the order of integration of US and UK inflation

Halunga, Andreea G.; Osborn, Denise R.; Sensier, Marianne - In: Economics Letters 102 (2009) 1, pp. 30-32

Employing the modified tests of Harvey, Leybourne and Taylor [Harvey, D.I., Leybourne, S.J. and Taylor, A.M.R., 2006. Modified tests for a change in persistence. Journal of Econometrics 134, 441-469.] for a single change in persistence and repartitioning the sample when a break is found, this...

Persistent link: https://www.econbiz.de/10005307549

On the uniqueness of the maximum likelihood estimator

Orme, Chris D.; Ruud, Paul A. - In: Economics Letters 75 (2002) 2, pp. 209-217

Persistent link: https://www.econbiz.de/10005296528

Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients

Godfrey, Leslie G.; Orme, Chris D. - In: Economics Letters 82 (2004) 2, pp. 281-287

Persistent link: https://www.econbiz.de/10005297216

Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions

Orme, Chris D.; Fry, Tim R. L. - In: Economics Letters 49 (1995) 4, pp. 359-366

Persistent link: https://www.econbiz.de/10005307642

Using bootstrap methods to obtain nonnormality robust Chow prediction tests

Godfrey, Leslie G.; Orme, Chris D. - In: Economics Letters 76 (2002) 3, pp. 429-436

Persistent link: https://www.econbiz.de/10005275498