Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples

Jan Kiviet

Journal of Econometrics, 1985, vol. 28, issue 3, 327-362

Date: 1985
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Citations: View citations in EconPapers (15)

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Working Paper: MODEL SELECTION TEST PROCEDUES IN A SINGLE LINEAR EQUATION OF A DYNAMIC SIMULTANEOUS SYSTEM AND THEIR DEFECTS IN SMALL SAMPLES (1984)
Working Paper: Model selection test procedures in a single linear equation of a dynamic simltaneous system and their defects in small samples (1984)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:28:y:1985:i:3:p:327-362

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