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The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients
Cheung Ip, Wai; Phillips, Garry D. A. - In: Economics Letters 60 (1998) 3, pp. 303-310
Persistent link: https://www.econbiz.de/10005095482
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Inconsistency of estimate of the degree of freedom of multivariate student-t disturbances in linear regression models
Wang, Song-Gui; Ip, Wai-Cheung - In: Economics Letters 80 (2003) 3, pp. 383-389
Persistent link: https://www.econbiz.de/10005296469