( en | de | ru )

 

Disambiguation

From post

копироватьудалитьдобавить публикацию в буфер
The pseudo-true score encompassing test for non-nested hypotheses

, и . Journal of Econometrics, 106 (2): 271--295 (февраля 2002)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

Ming Kuan Lin

Ming-Chung Tay

Ming-Chiang Chung

Chih-Ming Chung

Chung Ming Mark Cheung

 

Другие публикации лиц с тем же именем

Testing parameter constancy in models with infinite variance errors, и . Economics Letters, 72 (1): 11--18 (июля 2001)Corrigendum to ``The pseudo-true score encompassing test for non-nested hypotheses'': Journal of Econometrics 106, 271-295, и . Journal of Econometrics, 141 (2): 1412--1417 (декабря 2007)A note on tests for partial parameter instability in the trend stationary model. Economics Letters, 65 (3): 285--291 (декабря 1999)Change-Point Estimation of Fractionally Integrated Processes, и . Journal of Time Series Analysis, 19 (6): 693--708 (305 11 1998)doi: 10.1111/1467-9892.00117.Tests for changes in models with a polynomial trend. Journal of Econometrics, 84 (1): 75--91 (мая 1998)Artificial neural networks: an econometric perspective, и . Econometric Reviews, 13 (1): 1--91 (1994)Reply to comments on ``artificial neural networks: an econometric perspective``, и . Econometric Reviews, 13 (1): 139--143 (1994)Change-point estimation of nonstationary I(d) processes, и . Economics Letters, 98 (2): 115--121 (февраля 2008)Spurious number of breaks, , и . Economics Letters, 50 (2): 175--178 (февраля 1996)Implementing the fluctuation and moving-estimates tests in dynamic econometric models, и . Economics Letters, 44 (3): 235--239 (1994)