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A comparison of some tests for fourth-order autocorrelation
King, M. L.; Giles, D. E. A. - In: Australian economic papers 17 (1978), pp. 323-333
Persistent link: https://www.econbiz.de/10002210995
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The Durbin-Watson bounds test and regressions without an intercept
King, M. L. - In: Australian economic papers 20 (1981), pp. 161-170
Persistent link: https://www.econbiz.de/10002210999
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The estimation of an accelerator-type investment function with a profitability constraint, by the technique of switching regressions
Stegman, Trevor - In: Australian economic papers 21 (1982), pp. 379-391
Persistent link: https://www.econbiz.de/10002848080
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Heteroscedasticity : sampling experiments on weighted least squares using MINQU estimates of variances and other variance estimates
Hersh, Larry; Sundararajan, V. - In: Australian economic papers 18 (1979), pp. 351-361
Persistent link: https://www.econbiz.de/10002770465
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On R2 -statistics for the general linear model with non-scalar covariance matrix
Battese, G. E.; Griffiths, W. E. - In: Australian economic papers 19 (1980), pp. 343-348
Persistent link: https://www.econbiz.de/10001874488
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Structural estimation with a pre-tested reduced form
Byron, R. P. - In: Australian economic papers 33 (1979), pp. 337-350
Persistent link: https://www.econbiz.de/10001973721
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Testing for autocorrelation in dynamic linear models
Breusch, T. S. - In: Australian economic papers 17 (1978), pp. 334-355
Persistent link: https://www.econbiz.de/10001950368