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Testing the sensitivity of ols when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan; Magnus, Jan R. - 1996
Persistent link: https://www.econbiz.de/10000936013
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The asymptotic relative efficiency of some c-sample rank tests of homosgeneity against ordered alternatives
Kössler, Wolfgang; Büning, Herbert - 1996
Persistent link: https://www.econbiz.de/10000947023
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Power of some tests for umbrella alternatives in the c-sample location problem
Büning, Herbert; Kössler, Wolfgang - 1997
Persistent link: https://www.econbiz.de/10000951620
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Frequenzbereichsevaluation eines Real-Business-Cycle-Modells
Lucke, Bernd - 1996
Persistent link: https://www.econbiz.de/10000958137
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What's causing overreaction? : an experimental investigation of recency and the hot hand effect
Offerman, Theo; Sonnemans, Joep - 1997
Persistent link: https://www.econbiz.de/10000959688
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Robust tests for heteroskedasticity and autocorrelation using score function
Bera, Anil K.; Ng, Pin T. - 1992
Persistent link: https://www.econbiz.de/10000848771
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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The asymptotic power and relative efficiency of some s-sample rank tests of homogeneity against umbrella alternatives
Kössler, Wolfgang; Büning, Herbert - 1998
Persistent link: https://www.econbiz.de/10000983510
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Validation of simulation, with and without real data
Kleijnen, Jack P. C. - 1998
Persistent link: https://www.econbiz.de/10000984961
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On the sensitivity of the usual T- and F-tests to AR(1) misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - 1997
Persistent link: https://www.econbiz.de/10000972163