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A simple Bera-Jarque normality test for nonparametric residuals
Rilstone, Paul
- In:
Econometric reviews
11
(
1992
)
3
,
pp. 355-365
Persistent link: https://www.econbiz.de/10001133929
Saved in:
2
Semiparametric IV estimation with parameter dependent instruments
Rilstone, Paul
- In:
Econometric theory
8
(
1992
)
3
,
pp. 403-406
Persistent link: https://www.econbiz.de/10001137708
Saved in:
3
Some Monte Carlo evidence on the relative efficiency of parametric and semiparametric EGLS estimators
Rilstone, Paul
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
2
,
pp. 179-187
Persistent link: https://www.econbiz.de/10001104138
Saved in:
4
On the finite sample effects of nonlinear reparameterizations
Rilstone, Paul
- In:
Econometric reviews
15
(
1996
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10001197548
Saved in:
5
Semiparametric instrumental variables estimation
Rilstone, Paul
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10001147613
Saved in:
6
Using auxiliary regressions for more efficient estimation of nonlinear models
Rilstone, Paul
- In:
Empirical economics : a journal of the Institute for …
19
(
1994
)
3
,
pp. 317-327
Persistent link: https://www.econbiz.de/10001167133
Saved in:
7
A nonparametric approach to general econometric hypothesis tests
Rilstone, Paul
- In:
Journal of quantitative economics : official journal of …
6
(
1990
)
2
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001100164
Saved in:
8
A nonparametric approach to general econometric hypothesis tests
Rilstone, Paul
- In:
Journal of quantitative economics : journal of the …
6
(
1990
)
2
,
pp. 331-350
Persistent link: https://www.econbiz.de/10009927114
Saved in:
9
Semiparametric instrumental variables estimation
Rilstone, Paul
- In:
Journal of quantitative economics : journal of the …
9
(
1993
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10009927180
Saved in:
10
Higher-order stochastic expansions and approximate moments for non-linear models with heterogeneous observations
Rilstone, Paul
- In:
Journal of quantitative economics
19
(
2021
),
pp. 99-120
Persistent link: https://www.econbiz.de/10013441710
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