Narrow search
Showing 1 - 10 of 142
Cover Image
A note on the Eicker-White heteroskedasticity-consistent covariance matrix estimator
Dastoor, Naorayex K. - In: Journal of quantitative economics : journal of the … (1994), pp. 247-252
Persistent link: https://www.econbiz.de/10009926972
Cover Image
Testing for conditional hetero-skedasticity with misspecified alternative hypotheses
Dastoor, Naorayex K. - In: Journal of econometrics 82 (1998) 1, pp. 63-80
Persistent link: https://www.econbiz.de/10006790207
Cover Image
On the arbitrariness of some asymptotic test statistics based on generalized inverses
Dastoor, Naorayex K. - In: The econometrics journal 8 (2005) 3, pp. 292-305
Persistent link: https://www.econbiz.de/10007429841
Cover Image
Order Invariability of Idempotent Matrix
Abadir, Karim M.; Distaso, Walter; Dastoor, Naorayex K. - In: Econometric theory 14 (1998) 3, pp. 385
Persistent link: https://www.econbiz.de/10006993028
Cover Image
On the consistency of joint and paired tests for non-nested regression models
Dastoor, Naorayex K.; MacAleer, Michael - In: Journal of quantitative economics : journal of the … 3 (1987) 1, pp. 65-84
Persistent link: https://www.econbiz.de/10009927030
Cover Image
A score-type and a Hausman-type statistic based on nonsingular generalized inverses
Dastoor, Naorayex K. - In: Economics letters 81 (2003) 3, pp. 395-402
Persistent link: https://www.econbiz.de/10006759898
Cover Image
The equality of comparable extended families of classical-type and Hausman-type statistics
Dastoor, Naorayex K. - In: Journal of econometrics 117 (2003) 2, pp. 313-330
Persistent link: https://www.econbiz.de/10006760752
Cover Image
Dynamic Asymmetric Leverage in Stochastic Volatility Models
Asai, Manabu; Mcaleer, Michael - In: Econometric reviews 24 (2005) 3, pp. 317
Persistent link: https://www.econbiz.de/10006874792
Cover Image
Analyzing the Behavioral Trends in Tourist Arrivals from Japan to Australia
Lim, Christine; Mcaleer, Michael - In: Journal of travel research : a quarterly publication of … 43 (2005) 4, pp. 414-421
Persistent link: https://www.econbiz.de/10006877802
Cover Image
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
Ling, Shiqing; Li, W.; Mcaleer, Michael - In: Econometric reviews 22 (2003) 2, pp. 179-202
Persistent link: https://www.econbiz.de/10006889426