Gordon Fisher

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All published works

Action	Title	Year	Authors
+ PDF Chat	Une condition d’invariance du modèle de régression à coefficients aléatoires	2005	Gordon Fisher
+	Estimating Systems of Stochastic Coefﬁcients Regressions When Some of the Observations Are Missing	2002	Gordon Fisher Marcel-Christian Voia
+	Sample Size Requirements for Estimation in SUR Models	2002	Gordon Fisher Marcel-Christian Voia John Knight Stephen Satchell Murray Smith Hrishikesh D. Vinod William E. Griffiths Christopher L. Skeels Duangkamon Chotikapanich
+	Applications of Least Squares in Econometrics	1996	Gordon Fisher
+	New distribution-free tests for stochastic dominance	1995	Kuan Xu Gordon Fisher Douglas Willson
+	Some finite sample theory for bootstrap regression estimates	1995	Gordon Fisher Ah Boon Sim
+	On Point-Optimal Cox Tests	1988	Naorayex K. Dastoor Gordon Fisher
+	The Theory and Practice of Point-Optimal Testing	1988	Naorayex K. Dastoor Gordon Fisher
+	On Point-Optimal Cox Tests	1987	Naorayex K. Dastoor Gordon Fisher
+	THE GEOMETRY OF SPECIFICATION ERROR	1984	Gordon Fisher Michael McAleer
+	Tests for two separate regressions	1983	Gordon Fisher
+	Testing separate regression models subject to specification error	1982	Michael McAleer Gordon Fisher
+	Tests for Two Separate Regressions	1982	Gordon Fisher
+	Separate Misspecified Regressions	1981	Michael McAleer Gordon Fisher
+	Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses	1981	Gordon Fisher Michael McAleer
+	Propositions, Principles and Methods: The Linear Hypothesis and Structural Change	1980	Gordon Fisher
+	Propositions, Principles and Methods: the Case of the Linear Hypothsis	1980	Gordon Fisher
+	Two Papers on Model Testing and Discrimination	1980	Gordon Fisher Michael McAleer
+	Principles and Methods in the Testing of Alternative Models	1980	Gordon Fisher Michael McAleer
+	The Interpretation of the Cox Test in Econometrics	1980	Gordon Fisher Michael McAleer
+	Two Types of Residuals and the Classical Identifiability Test Statistic	1979	Gordon Fisher
+	On the interpretation of the cox test in econometrics	1979	Gordon Fisher Michael McAleer
+	A Discriminant Analysis of Reporting Errors in Health Interviews	1962	Gordon Fisher
+	Iterative Solutions and Heteroscedasticity in Regression Analysis	1962	Gordon Fisher
+	Maximum Likelihood Estimators with Heteroscedastic Errors	1957	Gordon Fisher

Common Coauthors

Coauthor	Papers Together
Michael McAleer	8
Naorayex K. Dastoor	3
Marcel-Christian Voia	2
Hrishikesh D. Vinod	1
Douglas Willson	1
John Knight	1
Murray Smith	1
Duangkamon Chotikapanich	1
William E. Griffiths	1
Kuan Xu	1
Ah Boon Sim	1
Stephen Satchell	1
Christopher L. Skeels	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Further Results on Tests of Separate Families of Hypotheses	1962	D. R. Cox	4
+	On the General Problem of Model Selection	1974	M. Hashem Pesaran	4
+	Tests of Separate Families of Hypotheses	1961	David Cox	4
+ PDF Chat	Several Tests for Model Specification in the Presence of Alternative Hypotheses	1981	Russell Davidson James G. MacKinnon	3
+	The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves	1965	C. Radhakrishna Rao	3
+	Seemingly unrelated regression equations models : estimation and inference	1987	V. K. Srivastava David E. A. Giles	3
+	Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares	1983	L. G. Godfrey	3
+	Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing	1957	T. W. Anderson	2
+	A Note on Heteroscedastic Errors in Regression Analysis	1953	S. J. Prais	2
+	The Exact Distribution of the SUR Estimator	1985	P. C. B. Phillips	2
+ PDF Chat	Extension of the Gauss-Markov Theorem to Include the Estimation of Random Effects	1976	David A. Harville	2
+	Adjusted likelihood methods for modelling dispersion in generalized linear models	1999	Gordon K. Smyth A. P. Verbyla	2
+	The foundations of finite sample estimation in stochastic processes	1985	V. P. Godambe	2
+	Some aspects of testing non-nested hypotheses	1983	Naorayex K. Dastoor	2
+	The Linear Hypothesis and Idempotent Matrices	1964	George A. F. Seber	2
+ PDF Chat	Tests of statistical hypotheses concerning several parameters when the number of observations is large	1943	Abraham Wald	2
+	Longitudinal data analysis using generalized linear models	1986	Kung‐Yee Liang Scott L. Zeger	2
+	On the interpretation of the cox test in econometrics	1979	Gordon Fisher Michael McAleer	2
+	Markov Chain Monte Carlo Simulation Methods in Econometrics	1996	Siddhartha Chib Edward Greenberg	2
+	The Grouping of Observations in Regression Analysis	1954	S. J. Prais J. Aitchison	2
+	Exact Tests of a Model Against Nonnested Alternatives	1983	Michael McAleer	2
+	Estimation of seemingly unrelated regression equations	1979	V. K. Srivastava T. D. Dwivedi	2
+ PDF Chat	On Consistency of Generalized Estimating Equations	1997	B. Li	2
+	A method for approximations to the pdf'S and cdf'S of GLSE's and its application to the seemingly unrelated regression model	1982	Takeaki Kariya Koichi Maekawa	2
+ PDF Chat	Maximum-Likelihood Estimation of Parameters Subject to Restraints	1958	J. Aitchison S. D. Silvey	2
+	Performance of Generalized Estimating Equations in Practical Situations	1994	Stuart R. Lipsitz Garrett M. Fitzmaurice E. John Orav Nan M. Laird	2
+	A small sample test for non-nested regression models	1981	Michael McAleer	2
+ PDF Chat	When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach	1968	William Kruskal	2
+	Introduction to the Theory and Practice of Econometrics	1989	Eric R. Ziegel George G. Judge Peter Hill William E. Griffiths Helmut Lütkepohl Thomas C. M. Lee Helmut Lütkepohl	2
+	Estimation and inference in sur models when the number of equations is large	2000	Denzil G. Fiebig Jae H. Kim	2
+	Testing for autoregressive against moving average errors in the linear regression model	1983	Maxwell L. King	1
+	Bootstrap Confidence Intervals and Bootstrap Approximations	1987	Thomas J. DiCiccio Robert Tibshirani	1
+	Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares*	1992	Michael McAleer	1
+	Tests for two separate regressions	1983	Gordon Fisher	1
+	Principles and Methods in the Testing of Alternative Models	1980	Gordon Fisher Michael McAleer	1
+	The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model	1985	Lung-Fei Lee G. S. Maddala	1
+ PDF Chat	Modelling Heterogeneity in Survival Analysis by the Compound Poisson Distribution	1992	Odd O. Aalen	1
+	A point optimal test for heteroscedastic disturbances	1985	Merran Evans Maxwell L. King	1
+ PDF Chat	Quadratic Forms and Idempotent Matrices with Random Elements	1969	Franklin A. Graybill George A. Milliken	1
+	Tests of Equality Between Sets of Coefficients in Two Linear Regressions	1960	Gregory C. Chow	1
+	Bootstrapping single equation regression models : some finite sample results	1989	Ah Boon Sim	1
+	Techniques for Testing the Constancy of Regression Relationships Over Time	1975	R. L. Brown J. Durbin Jessica Evans	1
+	On the theory of testing serial correlation	1948	T. W. Anderson	1
+	Sufficient Linear Structures: Econometric Applications	1980	Christian Gouriéroux Alain Monfort	1
+	Count data models for a credit scoring system	1996	Georges Dionne Manuel Artı́s Montserrat Guillén	1
+	Longitudinal Data Analysis for Discrete and Continuous Outcomes	1986	Scott L. Zeger Kung‐Yee Liang	1
+	Asymptotic comparison of tests for non-nested hypotheses by bahadur's a.r.e	1982	Christian Gouriéroux	1
+	Exact tests of a model against nonnested alternatives	1983	Michael McAleer	1
+	Testing nested or non-nested hypotheses	1983	Christian Gouriéroux Alain Monfort Alain Trognon	1
+	The Equality of the Ordinary Least Squares Estimator and the Best Linear Unbiased Estimator	1989	Simo Puntanen George P. H. Styan	1