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The robustness, reliabiligy and power of heteroskedasticity tests, and . Econometric Reviews, 18 (2): 169--194 (1999)Search for Low-Mass Weakly Interacting Massive Particles Using Voltage-Assisted Calorimetric Ionization Detection in the SuperCDMS Experiment, , , , , , , , , and 71 other author(s). Physical Review Letters, 112 (4): 041302 (January 2014)Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models.. Comput. Stat. Data Anal., 51 (7): 3282-3295 (2007)A note on variable addition tests for linear and log-linear models, and . Economics Letters, 95 (3): 422--427 (June 2007)Some results on the finite sample significance levels of instrumental variable tests for non-nested models, and . Economics Letters, 31 (4): 343--347 (December 1989)New Results from the Search for Low-Mass Weakly Interacting Massive Particles with the CDMS Low Ionization Threshold Experiment, , , , , , , , , and 79 other author(s). Phys. Rev. Lett., 116 (7): 071301 (February 2016)Bootstrap-based critical values for tests of common factor restrictions, and . Economics Letters, 59 (1): 1--5 (Apr 1, 1998)Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence, and . Journal of Econometrics, 21 (1): 133--154 (January 1983)A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Orcutt procedure. Economics Letters, 10 (1-2): 81--85 (1982)A note on f statistics for instrumental variable regessions. Econometric Reviews, 11 (3): 329--336 (1992)