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The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypotheses
Szroeter, Jerzy - In: Econometric theory 8 (1992) 4, pp. 553-569
Persistent link: https://www.econbiz.de/10001137676
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Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity
Szroeter, Jerzy - In: Journal of econometrics 64 (1994) 1, pp. 29-43
Persistent link: https://www.econbiz.de/10001166435
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A class of parametric tests for heteroscedasticity in linear econometric models
Szroeter, Jerzy - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 6, pp. 1311-1327
Persistent link: https://www.econbiz.de/10002904050
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Generalized variance-ratio tests for serial correlation in multivariate regression models
Szroeter, Jerzy - In: Journal of econometrics 8 (1978) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10002904070
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Generalized Wald methods for testing nonlinear implicit and overidentifying restrictions
Szroeter, Jerzy - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 2, pp. 335-353
Persistent link: https://www.econbiz.de/10002904082
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Some results on small-sample rejection probabilities of the Davidson-Mackinnon test for separate linear models
Szroeter, Jerzy - 1994
Persistent link: https://www.econbiz.de/10000896920
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An analytic lower bound on the true finite-sample size of the J-test of non-nested regression models
Szroeter, Jerzy - 1993
Persistent link: https://www.econbiz.de/10000896927
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The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypothesis
Szroeter, Jerzy - 1992
Persistent link: https://www.econbiz.de/10000854167