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A random linear functional approach to efficiency bounds

Holly, Alberto - In: Journal of econometrics 65 (1995) 1, pp. 235-261

Persistent link: https://www.econbiz.de/10001173086

Testing for exogeneity : a survey

Holly, Alberto - In: Economic notes : economic review of Banca Monte dei … (1987), pp. 108-130

Persistent link: https://www.econbiz.de/10001054665

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

A score test for individual heteroscedasticity in a one-way error components model

Holly, Alberto; Gardiol, Lucien - In: Panel data econometrics : future directions : papers in …, (pp. 199-211). 2000

Persistent link: https://www.econbiz.de/10001488072

A general Kronecker formula for the moments of the multivariate normal distribution

Balestra, Pietro; Holly, Alberto - 1990

Persistent link: https://www.econbiz.de/10000789397

Tensor components of multivariate hermite polynomials and moments of a multivariate normal distribution

Holly, Alberto - 1986

Persistent link: https://www.econbiz.de/10000734491

A random linear functional approach to efficiency bounds

Holly, Alberto - 1990

Persistent link: https://www.econbiz.de/10000796559

An asymptotic expansion for the distribution of test criteria which are asymptotically distributed as chi-squared under contiguous alternatives

Holly, Alberto; Gardiol, Lucien - 1993

Persistent link: https://www.econbiz.de/10000879135

A note on instrumental variables and maximum likelihood estimation procedures

Holly, Alberto - In: Annales d'économie et de statistique (1988), pp. 121-138

Persistent link: https://www.econbiz.de/10001054410

Fourth order pseudo maximum likelihood methods

Holly, Alberto; Monfort, Alain; Rockinger, Michael - 2009

The objective of this paper is to extend the results on Pseudo Maximum Likelihood (PML) theory derived in Gourieroux, Monfort, and Trognon (GMT) (1984) to a situation where the first four conditional moments are specified. Such an extension is relevant in light of pervasive evidence that...

Persistent link: https://www.econbiz.de/10003970462