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Efficient estimation of tail-area probabilities in sampling experiments
Davidson, Russel; MacKinnon, James G. - In: Economics letters 8 (1981) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10002057726
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Exact sampling distribution of the omitted variable estimator
Kinal, Terrence; Lahiri, Kajal - In: Economics letters 8 (1981) 2, pp. 121-127
Persistent link: https://www.econbiz.de/10002204053
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Estimation in censored samples when there is heteroskedasticity
Dooley, Martin D. - In: Economics letters 13 (1983) 4, pp. 343-349
Persistent link: https://www.econbiz.de/10002077828
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A small sample test for non-nested regression models
McAleer, Michael - In: Economics letters 7 (1981) 4, pp. 335-338
Persistent link: https://www.econbiz.de/10002256964
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Finite-sample power of tests for autocorrelation in models containing lagged dependent variables
Inder, B. A. - In: Economics letters 14 (1984) 2/3, pp. 179-185
Persistent link: https://www.econbiz.de/10003159872
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Normal probability plots and the estimation of distribution tails
Theil, Henri; Kidwai, Sartraj A.; Yellé, Kathryn A. - In: Economics letters 10 (1982) 3/4, pp. 299-303
Persistent link: https://www.econbiz.de/10002902442
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The positive maximum entropy distribution
Theil, Henri; Loghtburn, Richard O. - In: Economics letters 8 (1981) 1, pp. 67-72
Persistent link: https://www.econbiz.de/10002902653
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Simultaneous equation estimation based on maximum entropy moments
Theil, Henri; Meisner, James F. - In: Economics letters 5 (1980) 4, pp. 339-344
Persistent link: https://www.econbiz.de/10002902923
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The symmetric maximum entropy distribution
Theil, Henri - In: Economics letters 6 (1980) 1, pp. 53-57
Persistent link: https://www.econbiz.de/10002903019
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The quartiles of the maximum entropy distribution
O'Brien, Patricia C. - In: Economics letters 6 (1980) 1, pp. 49-52
Persistent link: https://www.econbiz.de/10002588340