A reply to Professors Maasoumi and Phillips

DOI10.1016/0304-4076(82)90002-1zbMath0503.62096OpenAlexW2036289737MaRDI QIDQ1173370

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

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

Related Items (3)

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

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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• On the behavior of inconsistent instrumental variable estimators
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
• The Durbin-Watson Test for Serial Correlation when there is no Intercept in the Regression
• Finite Sample Distributions Associated with Stochastic Difference Equations--Some Experimental Evidence
• Econometric Estimators and the Edgeworth Approximation
• Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

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