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Resampling methods for tests in regression models with autocorrelated errors
Rayner, Robert K. - In: Economics letters 36 (1991) 3, pp. 281-284
Persistent link: https://www.econbiz.de/10001107894
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Testing for serial correlation in regression models with lagged dependent variables
Rayner, Robert K. - In: The review of economics and statistics 75 (1993) 4, pp. 716-721
Persistent link: https://www.econbiz.de/10001167575
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Bartlett's correction and the bootstrap in normal linear regression models
Rayner, Robert K. - In: Economics letters 33 (1990) 3, pp. 255-258
Persistent link: https://www.econbiz.de/10001091873
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Bootstrap tests for generalized least squares regression models
Rayner, Robert K. - In: Economics letters 34 (1990) 3, pp. 261-265
Persistent link: https://www.econbiz.de/10001096930
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Some asymptotic theory for the bootstrap in econometric models
Rayner, Robert K. - In: Economics letters 1 (1988), pp. 43-47
Persistent link: https://www.econbiz.de/10001042728
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Modeling customer satisfaction : a comparative performance evaluation of covariance structure analysis versus partial least squares
Hulland, John; Ryan, Michael; Rayner, Robert K. - In: Handbook of partial least squares : concepts, methods …, (pp. 307-325). 2010
Persistent link: https://www.econbiz.de/10003944637