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Testing for serial correlation in simultaneous equation models : Some further results
Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 17 (1981) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10005285671
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Testing for heteroscedasticity in simultaneous equation models
Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 15 (1981) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10005285793
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A comparison of the power of some tests for heteroskedasticity in the general linear model
Harvey, A. C.; Phillips, G. D. A. - In: Journal of Econometrics 2 (1974) 4, pp. 307-316
Persistent link: https://www.econbiz.de/10005238979
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The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
Kiviet, Jan F.; Phillips, Garry D. A.; Schipp, Bernhard - In: Journal of Econometrics 69 (1995) 1, pp. 241-266
Persistent link: https://www.econbiz.de/10005228811
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Recursions for the two-stage least-squares estimators
Phillips, Garry D. A. - In: Journal of Econometrics 6 (1977) 1, pp. 65-77
Persistent link: https://www.econbiz.de/10005285342
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Bias assessment and reduction in linear error-correction models
Kiviet, Jan F.; Phillips, Garry D. A. - In: Journal of Econometrics 63 (1994) 1, pp. 215-243
Persistent link: https://www.econbiz.de/10005285641
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An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
Phillips, Garry D. A. - In: Journal of Econometrics 97 (2000) 2, pp. 345-364
Persistent link: https://www.econbiz.de/10005192679