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Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - 2010
Persistent link: https://www.econbiz.de/10009406538
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Fourth order pseudo maximum likelihood methods
Holly, Alberto; Monfort, Alain; Rockinger, Michael - In: Journal of econometrics 162 (2011) 2, pp. 278-293
Persistent link: https://www.econbiz.de/10009270633
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Exact and approximate distribution of the T ratio test statistic in an AR(1) model
Holly, Alberto; Rockinger, Michael - 1987 - Rev
Persistent link: https://www.econbiz.de/10000738177
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Some useful equivalence properties of Hausman's test
Holly, Alberto; Monfort, Alain - 1985 - Rev. version of Cahier No. 8201
Persistent link: https://www.econbiz.de/10000689304
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Some useful equivalence properties of Hausman's test
Holly, Alberto - In: Economics letters 20 (1986) 1, pp. 39-43
Persistent link: https://www.econbiz.de/10001008795
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Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters
Gouriéroux, Christian; Holly, Alberto; Monfort, Alain - 1980
Persistent link: https://www.econbiz.de/10003185081
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A remark on Hausmanʹs specification test
Holly, Alberto - 1980 - 2. vers
Persistent link: https://www.econbiz.de/10002873379
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A score test for individual heteroscedasticity in a one-way error components model
Holly, Alberto; Gardiol, Lucien - 1999
Persistent link: https://www.econbiz.de/10001454427
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A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000706578
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A note on instrumental variables and maximum likelihood estimation procedures
Holly, Alberto; Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000709486