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The power of the Durbin-Watson test
Tillman, John A. - In: Econometrica : journal of the Econometric Society, an … 43 (1975) 5/6, pp. 959-974
Persistent link: https://www.econbiz.de/10003694836
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Estimation of the two-limit probit regression model
Rosett, Richard N.; Nelson, Forrest D. - In: Econometrica : journal of the Econometric Society, an … 43 (1975) 1, pp. 141-146
Persistent link: https://www.econbiz.de/10003666588
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Bounds on the variance of regression coefficients due to heteroscedastic or autoregressive errors
Sathe, S. T.; Vinod, H. D. - In: Econometrica : journal of the Econometric Society, an … 42 (1974) 2, pp. 333-340
Persistent link: https://www.econbiz.de/10003669079
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Spurious correlation due to deflating variables
Madansky, Albert - In: Econometrica : journal of the Econometric Society, an … 32 (1964) 4, pp. 652-655
Persistent link: https://www.econbiz.de/10003622915
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Partial trace correlations
Hooper, John W. - In: Econometrica : journal of the Econometric Society, an … 30 (1962) 2, pp. 324-331
Persistent link: https://www.econbiz.de/10003580610
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Least squares and conditional prediction
Srinivasan, T. N. - In: Econometrica : journal of the Econometric Society, an … 33 (1965) 1
Persistent link: https://www.econbiz.de/10003684704
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Autogressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 50 (1982) 4, pp. 987-1007
Persistent link: https://www.econbiz.de/10003540251
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A note on least squares estimation with a particular linear function of the dependent variable
Schmidt, Karsten; Stahlecker, Peter - 1984
Persistent link: https://www.econbiz.de/10002771660
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Regressionsmodelle mit trendbehafteten stochastischen Koeffizienten
Kockläuner, Gerhard - 1981
Persistent link: https://www.econbiz.de/10013401285