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Testing for fourth-order autocorrelation in regression disturbances when first-order autocorrelation is present
King, Maxwell L. - In: Journal of econometrics 3 (1989), pp. 285-301
Persistent link: https://www.econbiz.de/10001063364
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Towards a theory of point optimal testing
King, Maxwell L. - In: Econometric reviews 6 (1987) 2, pp. 169-218
Persistent link: https://www.econbiz.de/10001052108
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Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L. - In: Journal of quantitative economics : official journal of … 2 (1986) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10001056666
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An iterative approach to variable selection based on the Kullback-Leibler information
Hughes, Anthony W.; King, Maxwell L. - 1997
Persistent link: https://www.econbiz.de/10000970016
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Model selection when a key parameter is constrained to be in an interval
Hossain, Md. Zakir - 1998
Persistent link: https://www.econbiz.de/10000995965
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Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R. - 1998
Persistent link: https://www.econbiz.de/10000995978
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Selecting the order of an ARCH model
Hughes, Anthony W.; King, Maxwell L.; Teng, Kwek Kian - 1999
Persistent link: https://www.econbiz.de/10000998602
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Modified likelihood and related methods for handling nuisance parameters in the linear regression model
Laskar, Mizan R. - 1998
Persistent link: https://www.econbiz.de/10000988065
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Comparisons of estimators and tests based on modified likelihood and message length functions
Laskar, Mizan R. - 1998
Persistent link: https://www.econbiz.de/10000988094
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Parameter orthogonality and likelihood functions
Laskar, Mizan R. - In: Proceedings of the 1995 Econometrics Conference at …, (pp. 253-289). 1995
Persistent link: https://www.econbiz.de/10001294219