Author of the publication

Testing superexogeneity and invariance in regression models

, and . Journal of Econometrics, 56 (1-2): 119--139 (March 1993)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Econometrics - alchemy or science?. Blackwell, Oxford, (1993)Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data., , , and . Advanced texts in econometrics Oxford University Press, (1993)Economic forecasting: some lessons from recent research, and . Economic Modelling, 20 (2): 301--329 (March 2003)Handbook of Economic Forecasting, and . Volume 1, chapter Chapter 12 Forecasting with Breaks, page 605--657. Elsevier, (2006)Handbook of Econometrics. Volume 2, chapter Chapter 16 Monte carlo experimentation in econometrics, page 937--976. Elsevier, (1984)Dynamic econometrics. Advanced texts in econometrics Oxford Univ. Press, Oxford u.a., Paperback ed., reprinted edition, (1997)Testing superexogeneity and invariance in regression models, and . Journal of Econometrics, 56 (1-2): 119--139 (March 1993)Econometric analysis of small linear systems using PC-FIML, , and . Journal of Econometrics, 38 (1-2): 203--226 (00 1988)A reply to Professors Maasoumi and Phillips. Journal of Econometrics, 19 (2-3): 203--213 (August 1982)The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors. Journal of Econometrics, 9 (3): 295--314 (February 1979)