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An EM algorithm for the heteroscedastic regression models with censored data : received 10.5.1984
Kao, Chihwa - In: Economics letters 17 (1985) 1/2, pp. 91-96
Persistent link: https://www.econbiz.de/10002192193
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A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao; Linton, Oliver; McCabe, Brendan Peter Martin - In: Economics letters 213 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
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Adjusted-range self-normalized confidence interval construction for censored dependent data
Sun, Jiajing; Hong, Yongmiao; Linton, Oliver; Zhao, Xiaolu - In: Economics letters 220 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013473110
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Errors in variables in panel data with a binary dependent variable
Kao, Chihwa - In: Economics letters 1 (1987), pp. 45-49
Persistent link: https://www.econbiz.de/10001032503
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Errors in variables in a random-effects probit model for panel data
Kao, Chihwa - In: Economics letters 4 (1987), pp. 339-342
Persistent link: https://www.econbiz.de/10001035175
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Errors in variables in the multinational response model
Kao, Chihwa - In: Economics letters 3 (1987), pp. 249-254
Persistent link: https://www.econbiz.de/10001038835
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Copula-based tests for cross-sectional independence in panel models
Huang, Hongming; Kao, Chihwa; Urga, Giovanni - In: Economics letters 100 (2008) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10008071342
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Copula-based tests for cross-sectional independence in panel models
Huang, Hongming; Kao, Chihwa; Urga, Giovanni - In: Economics letters 100 (2008) 2, pp. 224-229
Persistent link: https://www.econbiz.de/10008883901
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Copula-based tests for cross-sectional independence in panel models
Huang, Hongming; Kao, Chihwa; Urga, Giovanni - In: Economics letters 100 (2008) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10003768233