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Simulated conditional moment tests
Orme, Chris D. - In: Economics letters 49 (1995) 3, pp. 239-245
Persistent link: https://www.econbiz.de/10001188150
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The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
Yamagata, Takashi - In: Economics letters 93 (2006) 1, pp. 75-81
Persistent link: https://www.econbiz.de/10003380156
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Maximum likelihood estimation in binary data models using panel data under alternative distributional assumptions
Orme, Chris D. - In: Economics letters 49 (1995) 4, pp. 359-366
Persistent link: https://www.econbiz.de/10001190461
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Testing for skewness of regression disturbances
Godfrey, L. G. - In: Economics letters 37 (1991) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10001110916
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 76 (2002) 3, pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
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On the uniqueness of maximum likelihood estimator
Orme, Chris D.; Ruud, Paul Arthur - In: Economics letters 75 (2002) 2, pp. 209-217
Persistent link: https://www.econbiz.de/10001650997
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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.; Orme, Chris D. - In: Economics letters 82 (2004) 2, pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
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The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
Yamagata, Takashi - In: Economics letters 93 (2006) 1, pp. 75-81
Persistent link: https://www.econbiz.de/10007298248