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Hypothesis testing in unidentified models
Breusch, Trevor S. - In: The review of economic studies 53 (1986) 4, pp. 635-651
Persistent link: https://www.econbiz.de/10001037112
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Inference in multivariate student t models with serial correlation and dynamic heteroskedasticity
Breusch, Trevor S. - 1993
Persistent link: https://www.econbiz.de/10000877369
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The multivariate student t model in robust inference and data analysis
Breusch, Trevor S. - 1993
Persistent link: https://www.econbiz.de/10000883825
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Modelling common linear dynamics : a critical review
Breusch, Trevor S. - 1994
Persistent link: https://www.econbiz.de/10000895692
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The encompassing approach in econometrics
Mizon, Grayham E. - 1984
Persistent link: https://www.econbiz.de/10000012604
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The encompassing approach in econometrics
Mizon, Grayham E. - 1984
Persistent link: https://www.econbiz.de/10002498398
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A numerically stable quadrature procedure for the one-factor random-component discrete choice model
Lee, Lung-fei - In: Journal of econometrics 95 (2000) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10001432521
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Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
Lee, Lung-fei - In: Econometric reviews 11 (1992) 3, pp. 319-328
Persistent link: https://www.econbiz.de/10001133933
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On the range of correlation coefficients of bivariate ordered discrete random variables
Lee, Lung-fei - In: Econometric theory 17 (2001) 1, pp. 247-256
Persistent link: https://www.econbiz.de/10001556118
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The likelihood function and a test for serial correlation in a disequilibrium market model
Lee, Lung-Fei - In: Economics letters 14 (1984) 2/3, pp. 195-200
Persistent link: https://www.econbiz.de/10002467808