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Sampling variability in Hansen-Jagannathan bounds
Gregory, Allan W.; Smith, Gregor W. - In: Economics Letters 38 (1992) 3, pp. 263-267
Persistent link: https://www.econbiz.de/10005269977
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An invariance property of generalized classical linear estimators
Fisher, Gordon; Gregory, Allan W. - In: Economics Letters 7 (1981) 2, pp. 151-157
Persistent link: https://www.econbiz.de/10005355542
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Wald tests of common factor restrictions
Gregory, Allan W.; Veall, Michael R. - In: Economics Letters 22 (1986) 2-3, pp. 203-208
Persistent link: https://www.econbiz.de/10005297156