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Estimation and testing in the random effects probit model
Guilkey, David K.; Murphy, James L. - In: Journal of Econometrics 59 (1993) 3, pp. 301-317
Persistent link: https://www.econbiz.de/10005052796
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On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
Fomby, Thomas B.; Guilkey, David K. - In: Journal of Econometrics 8 (1978) 2, pp. 203-213
Persistent link: https://www.econbiz.de/10005122496
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A random coefficient probit model with an application to a study of migration
Akin, John S.; Guilkey, David K.; Sickles, Robin - In: Journal of Econometrics 11 (1979) 2-3, pp. 233-246
Persistent link: https://www.econbiz.de/10005122542
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Some small sample properties of estimators and test statistics in the multivariate logit model
Guilkey, David K.; Schmidt, Peter - In: Journal of Econometrics 10 (1979) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10005122713
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Alternative tests for a first-order vector autoregressive error specification
Guilkey, David K. - In: Journal of Econometrics 2 (1974) 1, pp. 95-104
Persistent link: https://www.econbiz.de/10005228551
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An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors
Fomby, Thomas B.; Guilkey, David K. - In: Journal of Econometrics 22 (1983) 3, pp. 291-300
Persistent link: https://www.econbiz.de/10005228786
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On comparing restricted least squares estimators
Guilkey, David K.; Price, J. Michael - In: Journal of Econometrics 15 (1981) 3, pp. 397-404
Persistent link: https://www.econbiz.de/10005285879
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The effects of various treatments of truncation remainders on tests of hypotheses in distributed lag models
Schmidt, Peter; Guilkey, David K. - In: Journal of Econometrics 4 (1976) 3, pp. 211-230
Persistent link: https://www.econbiz.de/10005192821