Current Index to Statistics
International Economic Review
Distributional tests for selectivity bias and a more robust likelihood estimator
Olsen, Randall J.
Generalized estimation of error components models with a serially correlated temporal effect
Silver, J. Lew
Posterior odds for the hypothesis of independence between stochastic regressors and disturbances
Reynolds, Roger A.
On the asymptotic bias of Wald-type estimators of a straight line when both variables are subject to error
Analytical small-sample distribution theory in econometrics: The simultaneous-equations case
Mariano, Roberto S.
Differencing as a test of specification
Plosser, Charles I.
Schwert, G. William
Asymptotic distribution of restricted reduced forms and dynamic multipliers in a linear dynamic model with vector autoregressive errors
Knight, John L.
Generalized Chow tests for structural change: A coordinate-free approach
Testing for a serially correlated component in regression disturbances
King, Maxwell L.