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Testing nonnested models
Doran, Howard E. - In: American journal of agricultural economics 75 (1993) 1, pp. 95-103
Persistent link: https://www.econbiz.de/10001141439
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Consistent oil covariance estimator and misspecification test for models with stationary errors of unspecified form
Doran, Howard E. - 1991
Persistent link: https://www.econbiz.de/10000831375
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A simple least squares covariance estimator, consistent for autocorrelated error models
Doran, Howard E. - 1998
Persistent link: https://www.econbiz.de/10000991267
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Estimation under exact linear time-varying constraints, with an application to population projections
Doran, Howard E. - In: Journal of forecasting 15 (1996) 7, pp. 527-541
Persistent link: https://www.econbiz.de/10001216507
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Specification tests for the partial adjustment and adaptive expectations models
Doran, Howard E. - In: American journal of agricultural economics 70 (1988) 3, pp. 713-723
Persistent link: https://www.econbiz.de/10001054123
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Imposing linear observation-varying equality constraints using matrix decomposition
Doran, Howard E.; O'Donnell, Christopher John; … - 1999
Persistent link: https://www.econbiz.de/10001489792
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Testing for Granger non-causality in cointegrated systems made easy
Rambaldi, Alicia N.; Doran, Howard E. - 1996
Persistent link: https://www.econbiz.de/10000942967
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An improved Heckman estimator for the Tobit model
Tessema, Getachew A.; Doran, Howard E.; Griffiths, … - 1996
Persistent link: https://www.econbiz.de/10000943972
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Application of linear time-varying constraints : a different approach
Doran, Howard E.; Rambaldi, Alicia N. - 1996
Persistent link: https://www.econbiz.de/10000956321
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Applying linear time-varying constraints to econometric models : with an application to demand systems
Doran, Howard E. - In: Journal of econometrics 79 (1997) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10001220085