Citations for "Specification Testing and Quasi-Maximum Likelihood Estimation"
by Jeffrey M. Wooldridge
For a complete description of this item, click here
. For a RSS feed for citations of this item, click here
- Dietmar Harhoff, 1999.
"Firm Formation And Regional Spillovers - Evidence From Germany,"
Economics of Innovation and New Technology,
Taylor & Francis Journals, vol. 8(1-2), pages 27-55.
- Busch, Thomas, 2005.
"A robust LR test for the GARCH model,"
Elsevier, vol. 88(3), pages 358-364, September.
- Artem Prokhorov & Peter Schmidt, 2009.
"Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas,"
09002, Concordia University, Department of Economics.
- Randy Becker & Vernon Henderson, 1997.
"Effects of Air Quality Regulation on in Polluting Industries,"
NBER Working Papers
6160, National Bureau of Economic Research, Inc.
- Lee, Jaimin & Han, Sangyong, 2008.
"Intra-Industry Trade and tariff rates of Korea and China,"
China Economic Review,
Elsevier, vol. 19(4), pages 697-703, December.
- Nour Meddahi & Éric Renault, 1998.
"Quadratic M-Estimators for ARCH-Type Processes,"
CIRANO Working Papers
- Blackburn, McKinley L., 2007.
"Estimating wage differentials without logarithms,"
Elsevier, vol. 14(1), pages 73-98, January.
- Jeffrey M. Woodridge, 1988.
"A Unified Approach to Robust, Regression-Based Specification Tests,"
480, Massachusetts Institute of Technology (MIT), Department of Economics.
- Russell Davidson & James G. MacKinnon, 1988.
"Specification Tests Based on Artificial Regressions,"
707, Queen's University, Department of Economics.
- Robin L. Lumsdaine & Serena Ng, 1998.
"Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean,"
Boston College Working Papers in Economics
370, Boston College Department of Economics.
- Lejeune, Bernard, 2009.
"A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data,"
Journal of Empirical Finance,
Elsevier, vol. 16(3), pages 507-523, June.
- Lindvall, Lars, 2003.
"Does Public Spending on Youths Affect Crime Rates?,"
Working Paper Series
2004:3, Uppsala University, Department of Economics.
- Leslie E. Papke & Jeffrey M. Wooldridge, 1993.
"Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates,"
NBER Technical Working Papers
0147, National Bureau of Economic Research, Inc.
- Simon Condliffe & O. Ashton Morgan, 2009.
"The effects of air quality regulations on the location decisions of pollution-intensive manufacturing plants,"
Journal of Regulatory Economics,
Springer, vol. 36(1), pages 83-93, August.
- Wooldridge, J.M., 1990.
"Distribution-Free Estimation Of Some Nonlinear Panel Data Models,"
564, Massachusetts Institute of Technology (MIT), Department of Economics.
- Holl, Adelheid, 2004.
"Manufacturing location and impacts of road transport infrastructure: empirical evidence from Spain,"
Regional Science and Urban Economics,
Elsevier, vol. 34(3), pages 341-363, May.
- Kawakatsu, Hiroyuki, 2006.
"Matrix exponential GARCH,"
Journal of Econometrics,
Elsevier, vol. 134(1), pages 95-128, September.
- J Vernon Henderson & James Davis, 2004.
"The Agglomeration of Headquarters,"
04-02, Center for Economic Studies, U.S. Census Bureau.
- Giovanni Forchini & Grant Hillier, 2005.
"Ill-conditioned problems, Fisher information and weak instruments,"
CeMMAP working papers
CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Dastoor, Naorayex K., 1997.
"Testing for conditional heteroskedasticity with misspecified alternative hypotheses,"
Journal of Econometrics,
Elsevier, vol. 82(1), pages 63-80.
- Stomberg, Christopher & White, Halbert, 2000.
"Bootstrapping the Information Matrix Test,"
University of California at San Diego, Economics Working Paper Series
qt158451cr, Department of Economics, UC San Diego.