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Simple robust testing of regression hypothesis: a comment
Abadir, Karim Maher; Paruolo, Paolo - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2097-2099
Persistent link: https://www.econbiz.de/10001702266
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Asymptotic normality for weighted sums of linear processes
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas; … - In: Econometric theory 30 (2014) 1, pp. 252-284
Persistent link: https://www.econbiz.de/10010399779
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Asymptotic Normality for Weighted Sums of Linear Processes
Abadir, Karim Maher - 2012
We establish asymptotic normality of weighted sums of stationary linear processes with general triangular array weights and when the innovations in the linear process are martingale differences. The results are obtained under minimal conditions on the weights and as long as the process of...
Persistent link: https://www.econbiz.de/10013112367
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On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 95 (2000) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10001432559
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On the sensitivity of the usual T- and F-tests to AR(1) misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - 1997
Persistent link: https://www.econbiz.de/10000972163
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Local sensitivity and diagnostic tests
Magnus, Jan R. (contributor); Vasnev, Andrey L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002454518
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Consistent maximum likelihood estimation of the nonlinear regression model with normal errors
Heijmans, Risto D. H.; Magnus, Jan R. - 1983
Persistent link: https://www.econbiz.de/10002773162
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Concept-based Bayesian model averaging and growth empirics
Magnus, Jan R.; Wang, Wendun - In: Oxford bulletin of economics and statistics 76 (2014) 6, pp. 874-897
Persistent link: https://www.econbiz.de/10010474809
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Local sensitivity and diagnostic tests
Magnus, Jan R.; Vasnev, Andrey L. - In: The econometrics journal 10 (2007) 1, pp. 166-192
Persistent link: https://www.econbiz.de/10003451753
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Local sensitivity in econometrics
Magnus, Jan R. - In: Measurement in economics : a handbook, (pp. 295-319). 2007
Persistent link: https://www.econbiz.de/10003643507