A reply to Professors Maasoumi and Phillips
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Publication:1173370
DOI10.1016/0304-4076(82)90002-1zbMATH Open0503.62096OpenAlexW2036289737MaRDI QIDQ1173370FDOQ1173370
Authors: David F. Hendry 
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(82)90002-1
Cites Work
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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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- An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
- Econometric Estimators and the Edgeworth Approximation
- The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
- The Durbin-Watson Test for Serial Correlation when there is no Intercept in the Regression
- AUTOREG: A computer program library for dynamic econometric models with autoregressive errors
- Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
- Finite Sample Distributions Associated with Stochastic Difference Equations--Some Experimental Evidence
Cited In (3)
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