| Publication | Date of Publication | Type |
|---|
A new test for non-linear hypotheses under distributional and local parametric misspecification
Studies in Nonlinear Dynamics & Econometrics | 2024-06-11 | Paper |
A history of the delta method and some new results
Sankhyā. Series B | 2023-11-06 | Paper |
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
Econometrics Journal | 2022-06-22 | Paper |
Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
Hacettepe Journal of Mathematics and Statistics | 2022-05-09 | Paper |
A Bayesian robust chi-squared test for testing simple hypotheses
Journal of Econometrics | 2021-05-04 | Paper |
Asymptotic variance of test statistics in the ML and QML frameworks
Journal of Statistical Theory and Practice | 2021-01-28 | Paper |
A Hausman test for spatial regression model
Essays in Honor of Jerry Hausman | 2020-11-10 | Paper |
Adjustments of Rao's score test for distributional and local parametric misspecifications
Journal of Econometric Methods | 2020-05-19 | Paper |
Testing spatial dependence in spatial models with endogenous weights matrices
Journal of Econometric Methods | 2019-07-18 | Paper |
THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign
Econometric Theory | 2018-12-14 | Paper |
A new robust and most powerful test in the presence of local misspecification
Communications in Statistics: Theory and Methods | 2017-10-12 | Paper |
Adjusting the tests for skewness and kurtosis for distributional misspecifications
Communications in Statistics. Simulation and Computation | 2017-07-31 | Paper |
A new characterization of the normal distribution and test for normality
Econometric Theory | 2017-04-28 | Paper |
Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
Journal of Econometric Methods | 2016-09-15 | Paper |
Maximum entropy autoregressive conditional heteroskedasticity model
Journal of Econometrics | 2016-07-04 | Paper |
On Testing the Equality of Mean and Quantile Effects
Journal of Econometric Methods | 2014-04-30 | Paper |
Efficient specification tests for limited dependent variable models
Economics Letters | 2013-10-25 | Paper |
A note on the effects of linear approximation on hypothesis testing
Economics Letters | 2013-10-24 | Paper |
A smooth test for the equality of distributions
Econometric Theory | 2013-09-11 | Paper |
THE ET INTERVIEW: PROFESSOR GEORGE JUDGE
Econometric Theory | 2013-04-29 | Paper |
GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
Econometric Theory | 2011-04-21 | Paper |
Testing under local misspecification and artificial regressions
Economics Letters | 2009-12-21 | Paper |
Optimal Portfolio Diversification Using the Maximum Entropy Principle
Econometric Reviews | 2008-08-08 | Paper |
| scientific article; zbMATH DE number 5196577 (Why is no real title available?) | 2007-09-28 | Paper |
| scientific article; zbMATH DE number 1944486 (Why is no real title available?) | 2003-10-20 | Paper |
On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
Journal of Econometrics | 2003-02-17 | Paper |
Tests for the error component model in the presence of local misspecification
Journal of Econometrics | 2002-11-05 | Paper |
ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
Journal of Statistical Planning and Inference | 2001-01-01 | Paper |
| scientific article; zbMATH DE number 1054377 (Why is no real title available?) | 1997-10-28 | Paper |
| scientific article; zbMATH DE number 1240612 (Why is no real title available?) | 1997-01-01 | Paper |
Specification test for a linear regression model with ARCH process
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
A test for the presence of conditional heteroskedasticity within arch-m framework
Econometric Reviews | 1996-05-06 | Paper |
| scientific article; zbMATH DE number 233046 (Why is no real title available?) | 1994-01-31 | Paper |
Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis
Review of Economic Studies | 1993-05-16 | Paper |
A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
Journal of Time Series Analysis | 1993-02-18 | Paper |
A Class of Nonlinear Arch Models
International Economic Review | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 4123086 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4184813 (Why is no real title available?) | 1988-01-01 | Paper |
A Test for Normality of Observations and Regression Residuals
International Statistical Review / Revue Internationale de Statistique | 1987-01-01 | Paper |
On exact and asymptotic tests of non-nested models
Statistics & Probability Letters | 1987-01-01 | Paper |
Tests for Serial Defendence in Limited Dependent Variable Models
International Economic Review | 1985-01-01 | Paper |
Testing the Normality Assumption in Limited Dependent Variable Models
International Economic Review | 1984-01-01 | Paper |
Least Squares Approximations to Unknown Regression Functions: A Comment
International Economic Review | 1983-01-01 | Paper |
Linearized Estimation of Nonlinear Single Equation Functions
International Economic Review | 1983-01-01 | Paper |
Model specification tests. A simultaneous approach
Journal of Econometrics | 1982-01-01 | Paper |
