A reply to Professors Maasoumi and Phillips
- 1 August 1982
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 19 (2-3) , 203-213
- https://doi.org/10.1016/0304-4076(82)90002-1
Abstract
No abstract availableThis publication has 12 references indexed in Scilit:
- On the behavior of inconsistent instrumental variable estimatorsJournal of Econometrics, 1982
- Approximations to Some Finite Sample Distributions Associated with the First Order Stochastic Difference EquationsEconometrica, 1982
- The Durbin-Watson Test for Serial Correlation when there is no Intercept in the RegressionEconometrica, 1980
- Autoreg: a computer program library for dynamic econometric models with autoregressive errorsJournal of Econometrics, 1980
- An Empirical Application and Monte Carlo Analysis of Tests of Dynamic SpecificationThe Review of Economic Studies, 1980
- The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errorsJournal of Econometrics, 1979
- Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference EquationEconometrica, 1977
- Finite Sample Distributions Associated with Stochastic Difference Equations--Some Experimental EvidenceEconometrica, 1974
- Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squaresJournal of Econometrics, 1974
- Tests of Equality Between Sets of Coefficients in Two Linear RegressionsEconometrica, 1960