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Useful invariance results for generalized regression models

Breusch, Trevor S. - In: Journal of econometrics 13 (1980) 3, pp. 327-340

Persistent link: https://www.econbiz.de/10001950377

Conflict among criteria for testing hypotheses : extensions and comments

Breusch, T. S. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 1, pp. 203-207

Persistent link: https://www.econbiz.de/10001950337

Testing for autocorrelation in dynamic linear models

Breusch, T. S. - In: Australian economic papers 17 (1978), pp. 334-355

Persistent link: https://www.econbiz.de/10001950368

Maximum likelihood estimation of random effects models

Breusch, Trevor S. - In: Journal of Econometrics 36 (1987) 3, pp. 383-389

Persistent link: https://www.econbiz.de/10005285744

Useful invariance results for generalized regression models

Breusch, Trevor S. - In: Journal of Econometrics 13 (1980) 3, pp. 327-340

Persistent link: https://www.econbiz.de/10005192935

Tests of specification in econometrics

Ruud, Paul A.; Breusch, Trevor S.; Mizon, Grayham E. - In: Econometric reviews 3 (1984) 2, pp. 211-242

Persistent link: https://www.econbiz.de/10002725360

A review of recent work on testing for auto-correlation in dynamic simultaneous models

Breusch, T. S.; Godfrey, L. - In: Macroeconomic analysis : essays in macroeconomics and …, (pp. 63-110). 1981

Persistent link: https://www.econbiz.de/10001950351

A simple test for heteroscedasticity and random coefficient variation

Breusch, T. S.; Pagan, A. R. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 5, pp. 1287-1294

Persistent link: https://www.econbiz.de/10001950364

The lagrange multiplier test and its applications to model specification in econometrics

Breusch, T. S.; Pagan, Adrian R. - In: The review of economic studies 47 (1980) 146, pp. 239-253

Persistent link: https://www.econbiz.de/10003504276

FEVD: Just IV or Just Mistaken?

Ward, Michael B.; Breusch, Trevor; Nguyen, Hoa Thi Minh; … - Department of Econometrics and Business Statistics, … - 2011

Fixed effects vector decomposition (FEVD) is simply an instrumental variables (IV) estimator with a particular choice of instruments and a special case of the well-known Hausman-Taylor IV procedure. Plümper and Troeger (PT) now acknowledge this point and disown the three-stage procedure that...

Persistent link: https://www.econbiz.de/10011141123