A reply to Professors Maasoumi and Phillips

DOI10.1016/0304-4076(82)90002-1MaRDI QIDQ1173370zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

reply

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3928165 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors
• An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
• Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
• Econometric Estimators and the Edgeworth Approximation
• Finite Sample Distributions Associated with Stochastic Difference Equations--Some Experimental Evidence
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
• On the behavior of inconsistent instrumental variable estimators
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• The Durbin-Watson Test for Serial Correlation when there is no Intercept in the Regression
• The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors

Cited in

(3)

• Least absolute error estimation in the presence of serial correlation
• Monte Carlo response surfaces: A comparative approach
• Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models

This page was built for publication: A reply to Professors Maasoumi and Phillips

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1173370)