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The estimation of a single simultaneous equation with moving average disturbances
Hall, A. D.; Pagan, A. R. - 1980
Persistent link: https://www.econbiz.de/10003568869
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489412
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Heteroscedasticity tests
Jarque, Carlos M. - 1980
Persistent link: https://www.econbiz.de/10003585838
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Testing for heteroscedasticity and random coefficient variation in simultaneous equations models
Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003585855
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Additional evidence of heteroscedasticity in the market model
Bey, Roger P.; Pinches, George E. - 1979
Persistent link: https://www.econbiz.de/10003492160
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A multi-cross section model : a F-type test
Catalani, Mario - 1982
Persistent link: https://www.econbiz.de/10003509806
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On robust regression with an absolute value error criterion
Cogger, K. O. - 1975
Persistent link: https://www.econbiz.de/10003514831
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Univariate and multivariate arima versus vector autoregression forecasting
Bagshaw, Michael L. - 1987
Persistent link: https://www.econbiz.de/10003478189
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The coordination of sectoral and aggregate plans
Tryon, Joseph L. - 1966
Persistent link: https://www.econbiz.de/10003696470
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Recent methodological advances in economic systems
Theil, Henri; Clements, Kenneth W. - 1980
Persistent link: https://www.econbiz.de/10003537290