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Durbin-Wu-Hausman Test for Nonlinear two Error Components Models Robust to Heteroskedasticity.

Yoshida, A. - Institute of Social and Economic Research (ISER), Osaka … - 1993

Persistent link: https://www.econbiz.de/10005670060

Generalized Two-Error Component Models: Estimation and Hausman's Specification Tests.

Yoshida, A. - Institute of Social and Economic Research (ISER), Osaka … - 1994

Persistent link: https://www.econbiz.de/10005780313

A Test for Heterskedasticity in Two Error Components Models.

Yoshida, A. - Institute of Social and Economic Research (ISER), Osaka … - 1992

Persistent link: https://www.econbiz.de/10005780333

Specifacation Tests for Fixed Effect Models: Asymptotic Extensions of Covariance Analysis.

Yoshida, A. - Institute of Social and Economic Research (ISER), Osaka … - 1994

Persistent link: https://www.econbiz.de/10005780343

Amemiya's PGLS for Nonlinear two Error Components Models.

Yoshida, A. - Institute of Social and Economic Research (ISER), Osaka … - 1993

Persistent link: https://www.econbiz.de/10005780353

Liquidity Preference and Persistent Unemployment with Dynamic Optimizing Agents

Ono, Y.; Ogawa, K.; Yoshida, A. - Institute of Social and Economic Research (ISER), Osaka … - 1998

Standard money-in-utlity dynamic models assume satiable liquidity preference, and thereby prove the existence of a full employment steady state. Using the same model, Ono (1994) shows that under insatiable liquidity preference there is a case where a full employment steady state does not exist...

Persistent link: https://www.econbiz.de/10005639218