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Efficient test for normality, homoscedasricity and serial independence of regression residuals : Monte Carlo evidence
Bera, Anil K.; Jarque, Carlos M. - In: Economics letters 7 (1981) 4, pp. 313-318
Persistent link: https://www.econbiz.de/10001895877
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A note on the effects of linear approximation on hypothesis testing
Bera, Anil K.; Byron, Ray - In: Economics letters 12 (1983) 3/4, pp. 251-254
Persistent link: https://www.econbiz.de/10001895943
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Goodness-of-fit for allocation models
Bewley, R. A. - In: Economics letters 17 (1985) 3, pp. 227-229
Persistent link: https://www.econbiz.de/10001909352
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On maximum likelihood estimation of functional form and heteroskedasticity
Egy, Daniel; Lahiri, Kajal - In: Economics letters 2 (1979) 2, pp. 155-159
Persistent link: https://www.econbiz.de/10002111584
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Pre-test estimation under error loss
Judge, G. G. - In: Economics letters 11 (1983) 4, pp. 347-352
Persistent link: https://www.econbiz.de/10002071426
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Estimating transition probabilities from panel data
Dagenais, Marcel G.; Nakamura, Alice; Nakamura, Masao - In: Economics letters 19 (1985) 1, pp. 31-34
Persistent link: https://www.econbiz.de/10002043973
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Extension of the ridge regression technique to non-linear models with additive errors
Dagenais, Marcel G. - In: Economics letters 12 (1983) 2, pp. 169-174
Persistent link: https://www.econbiz.de/10002043979
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The Tobit model with serial correlation
Dagenais, Marcel G. - In: Economics letters 10 (1982) 3/4, pp. 263-267
Persistent link: https://www.econbiz.de/10002044057
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FIML estimation of models with multiple regimes and covariance restrictions : received 19.11.1984
Davidson, James - In: Economics letters 18 (1985) 1, pp. 27-30
Persistent link: https://www.econbiz.de/10002056530
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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