Narrow search
Showing 1 - 5 of 5
Cover Image
Nonuniform bounds for nonparametric t-tests
Dufour, Jean-Marie - In: Econometric theory 7 (1991) 2, pp. 253-263
Persistent link: https://www.econbiz.de/10001118075
Cover Image
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767
Persistent link: https://www.econbiz.de/10007732412
Cover Image
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
Cover Image
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable
Kiviet, Jan F.; Phillips, Garry D.A. - In: Econometric theory 9 (1993) 1, pp. 62-80
Persistent link: https://www.econbiz.de/10007019330
Cover Image
Tabulation of Farebrother's Test for Linear Restriction
Dufour, Jean-Marie; Mahseredjian, Sophie - In: Econometric theory 9 (1993) 4, pp. 697-702
Persistent link: https://www.econbiz.de/10007019248