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Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
Smith, Richard J. - In: Economics Letters 17 (1985) 1-2, pp. 87-90
Persistent link: https://www.econbiz.de/10005270517
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A method of moments interpretation of sequential estimators
Newey, Whitney K. - In: Economics Letters 14 (1984) 2-3, pp. 201-206
Persistent link: https://www.econbiz.de/10005159305
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A large-sample chow test for the linear simultaneous equation
Lo, Andrew W.; Newey, Whitney K. - In: Economics Letters 18 (1985) 4, pp. 351-353
Persistent link: https://www.econbiz.de/10005296623
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A jackknife interpretation of the continuous updating estimator
Donald, Stephen G.; Newey, Whitney K. - In: Economics Letters 67 (2000) 3, pp. 239-243
Persistent link: https://www.econbiz.de/10005296666
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Consistency of two-step sample selection estimators despite misspecification of distribution
Newey, Whitney K. - In: Economics Letters 63 (1999) 2, pp. 129-132
Persistent link: https://www.econbiz.de/10005270077