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Partielle und simultane Prüfung auf
Autokorrelation
und Heteroskedastizität der Störvariablen im linearen Regressionsmodell
Bährens, Henning
-
1992
Persistent link: https://www.econbiz.de/10004230522
Saved in:
2
Anwendungsprobleme des t-Tests : eine Analyse der Eigenschaften des t-Tests bei Verletzung seiner Voraussetzungen in Eingleichungsmodellen
Fischer, Berthold
-
1982
Persistent link: https://www.econbiz.de/10004018151
Saved in:
3
Vector autoregressions and common trends in macro and financial economics
Warne, Anders
-
1990
Persistent link: https://www.econbiz.de/10004092497
Saved in:
4
Parameterschätzung in interdependenten, dynamischen ökonometrischen Gleichungssystemen mit autokorrelierten Störvariablen : eine Monte-Carlo-Studie
Freimann, Karsten-Dietmar
-
1984
Persistent link: https://www.econbiz.de/10004018439
Saved in:
5
Pruefung auf
Autokorrelation
der Stoervariablen in linearen Regressionsmodellen mit verzoegerten endogenen Variablen als Regressoren : e. vergleichende Studie
Ahlborn, Wilfried
-
1982
Persistent link: https://www.econbiz.de/10004048325
Saved in:
6
Computer intensive methods for testing hypotheses : an introduction
Noreen, Eric W.
-
1989
Persistent link: https://www.econbiz.de/10004070956
Saved in:
7
Hypothesenprüfung im restringierten linearen Modell :
Theorie
u. Anwendungen
Hartung, Joachim
;
Werner, Hans J.
-
1984
Persistent link: https://www.econbiz.de/10004015493
Saved in:
8
Testing macroeconometric models
Fair, Ray C.
-
1994
Persistent link: https://www.econbiz.de/10004568294
Saved in:
9
Statistische Beurteilung der Veränderung von Modellparametern in der linearen Regression
Schuster, Christof
-
1997
Persistent link: https://www.econbiz.de/10004337992
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10
On multiple test procedures for finding deviating parameters
Palaszewski, Bo
-
1993
Persistent link: https://www.econbiz.de/10004177684
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