6

Robust Parametric Tests of Constant Conditional Correlation in a MGARCH Model

Year:
2016
Language:
english
File:
PDF, 499 KB
english, 2016
7

On the Use of Artificial Regressions in Certain Microeconometric Models

Year:
1995
Language:
english
File:
PDF, 820 KB
english, 1995
8

On the Use of Artificial Regressions in Certain Microeconometric Models

Year:
1995
Language:
english
File:
PDF, 1.61 MB
english, 1995
10

Temporary layoffs and split population models

Year:
2004
Language:
english
File:
PDF, 147 KB
english, 2004
11

The small-sample performance of the information-matrix test

Year:
1990
Language:
english
File:
PDF, 1.32 MB
english, 1990
12

On the sensitivity of the overdispersion test in a Weibull model

Year:
2000
Language:
english
File:
PDF, 87 KB
english, 2000
14

The asymptotic distribution of the F-test statistic for individual effects

Year:
2006
Language:
english
File:
PDF, 279 KB
english, 2006
15

A SIMPLE CORRECTION FOR LOCAL MISSPECIFICATION

Year:
1986
Language:
english
File:
PDF, 260 KB
english, 1986
17

THE CALCULATION OF THE INFORMATION MATRIX TEST FOR BINARY DATA MODELS

Year:
1988
Language:
english
File:
PDF, 252 KB
english, 1988
18

Worker absence histories: a panel data study

Year:
1995
Language:
english
File:
PDF, 828 KB
english, 1995
19

On the uniqueness of the maximum likelihood estimator

Year:
2002
Language:
english
File:
PDF, 217 KB
english, 2002
20

Using bootstrap methods to obtain nonnormality robust Chow prediction tests

Year:
2002
Language:
english
File:
PDF, 65 KB
english, 2002
26

The Potential for Endogeneity Bias in Data Envelopment Analysis

Year:
1996
Language:
english
File:
PDF, 323 KB
english, 1996
27

FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS

Year:
2009
Language:
english
File:
PDF, 339 KB
english, 2009
30

On Testing Sample Selection Bias Under the Multicollinearity Problem

Year:
2005
Language:
english
File:
PDF, 155 KB
english, 2005
32

On the uniqueness of the maximum likelihood estimator in truncated regression models

Year:
1989
Language:
english
File:
PDF, 209 KB
english, 1989
34

A Heteroskedasticity-Robust F -Test Statistic for Individual Effects

Year:
2014
Language:
english
File:
PDF, 273 KB
english, 2014
35

Investigating Generalizations of Expected Utility Theory Using Experimental Data

Year:
1994
Language:
english
File:
PDF, 1.12 MB
english, 1994
37

Efficient score tests for heteroskedasticity in micro-economics

Year:
1992
Language:
english
File:
PDF, 732 KB
english, 1992
39

Temporary Layoffs and Split Population Models

Year:
2004
Language:
english
File:
PDF, 2.29 MB
english, 2004
40

ET: The Econometrics Toolkitby William Greene

Year:
1990
Language:
english
File:
PDF, 266 KB
english, 1990
41

A Comment on "A Simple Test for Neglected Heterogeneity in Panel Studies"

Year:
1993
Language:
english
File:
PDF, 445 KB
english, 1993
43

The asymptotic distribution of the F-test statistic for individual effects

Year:
2006
Language:
english
File:
PDF, 1.32 MB
english, 2006