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OLS or GLS in the presence of specification error? : An expected loss approach
Thursby, Jerry G.
- In:
Journal of Econometrics
35
(
1987
)
2-3
,
pp. 359-374
Persistent link: https://www.econbiz.de/10005285491
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Testing for autocorrelation in the presence of lagged dependent variables : A specification error approach
Dezhbakhsh, Hashem
;
Thursby, Jerry G.
- In:
Journal of Econometrics
60
(
1994
)
1-2
,
pp. 251-272
Persistent link: https://www.econbiz.de/10005239079
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3
A comparison of several exact and approximate tests for structural shift under heteroscedasticity
Thursby, Jerry G.
- In:
Journal of Econometrics
53
(
1992
)
1-3
,
pp. 363-386
Persistent link: https://www.econbiz.de/10005192420
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