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The robustness, reliabiligy and power of heteroskedasticity tests, и . Econometric Reviews, 18 (2): 169--194 (1999)Some results on the finite sample significance levels of instrumental variable tests for non-nested models, и . Economics Letters, 31 (4): 343--347 (декабря 1989)A note on variable addition tests for linear and log-linear models, и . Economics Letters, 95 (3): 422--427 (июня 2007)Search for Low-Mass Weakly Interacting Massive Particles Using Voltage-Assisted Calorimetric Ionization Detection in the SuperCDMS Experiment, , , , , , , , , и 71 other автор(ы). Physical Review Letters, 112 (4): 041302 (января 2014)Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models.. Comput. Stat. Data Anal., 51 (7): 3282-3295 (2007)New Results from the Search for Low-Mass Weakly Interacting Massive Particles with the CDMS Low Ionization Threshold Experiment, , , , , , , , , и 79 other автор(ы). Phys. Rev. Lett., 116 (7): 071301 (февраля 2016)Misspecification tests and their uses in econometrics. Journal of Statistical Planning and Inference, 49 (2): 241--260 (15.01.1996)A note on f statistics for instrumental variable regessions. Econometric Reviews, 11 (3): 329--336 (1992)Diagnostics for the diagnostics, и . Econometric Reviews, 7 (1): 59--62 (1998)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)