Narrow search
Showing 1 - 10 of 162
Cover Image
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
Cover Image
User's guide
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1739-1742
Persistent link: https://www.econbiz.de/10001755419
Cover Image
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
Cover Image
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
Cover Image
Testing for exogeneity : a survey
Holly, Alberto - 1985
Persistent link: https://www.econbiz.de/10002873432
Cover Image
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
Cover Image
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
Cover Image
A general Kronecker formula for the moments of the multivariate normal distribution
Balestra, Pietro; Holly, Alberto - 1990
Persistent link: https://www.econbiz.de/10000789397
Cover Image
Tensor components of multivariate hermite polynomials and moments of a multivariate normal distribution
Holly, Alberto - 1986
Persistent link: https://www.econbiz.de/10000734491
Cover Image
A random linear functional approach to efficiency bounds
Holly, Alberto - 1990
Persistent link: https://www.econbiz.de/10000796559