Publications

Logit Versus Discriminant Analysis: A Specification Test with Applications to Corporate Bankruptcies

1986
Lo, Andrew W. (1986), Logit versus Discriminant Analysis: A Specification Test and Application to Corporate Bankruptcies, Journal of Econometrics 31 (2), 151–178.

A Large-Sample Chow Test for the Single Linear Simultaneous Equation

1985
Lo, Andrew W., and Whitney K. Newey (1985), A Large-Sample Chow Test for the Linear Simultaneous Equation, Economics Letters 18 (4), 351–353.