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Formulation and estimation of dynamic models using panel data
Anderson, T. W.; Hsiao, Cheng - In: Journal of Econometrics 18 (1982) 1, pp. 47-82
Persistent link: https://www.econbiz.de/10005122516
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An omnibus test for the time series model AR(1)
Anderson, T. W.; Lockhart, R. A.; Stephens, M. A. - In: Journal of Econometrics 118 (2004) 1-2, pp. 111-127
Persistent link: https://www.econbiz.de/10005122531
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Tests of overidentification and predeterminedness in simultaneous equation models
Anderson, T. W.; Kunitomo, Naoto - In: Journal of Econometrics 54 (1992) 1-3, pp. 49-78
Persistent link: https://www.econbiz.de/10005228864
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Asymptotic robustness of tests of overidentification and predeterminedness
Anderson, T. W.; Kunitomo, Naoto - In: Journal of Econometrics 62 (1994) 2, pp. 383-414
Persistent link: https://www.econbiz.de/10005286019
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Linear latent variable models and covariance structures
Anderson, T. W. - In: Journal of Econometrics 41 (1989) 1, pp. 91-119
Persistent link: https://www.econbiz.de/10005192255
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Reduced rank regression in cointegrated models
Anderson, T. W. - In: Journal of Econometrics 106 (2002) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10005192278
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The numerical values of some key parameters in econometric models
Anderson, T. W.; Morimune, Kimio; Sawa, Takamitsu - In: Journal of Econometrics 21 (1983) 2, pp. 229-243
Persistent link: https://www.econbiz.de/10005192649