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Consistent beslissen
Abrahamse, A. P. J. - 1974
Persistent link: https://www.econbiz.de/10001803589
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The correlation coefficient in the general linear model
Koerts, J.; Abrahamse, A. P. J. - In: European Economic Review 1 (1970) 3, pp. 401-427
Persistent link: https://www.econbiz.de/10005143619
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On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
Dubbelman, C.; Louter, A. S.; Abrahamse, A. P. J. - In: Journal of Econometrics 8 (1978) 3, pp. 295-306
Persistent link: https://www.econbiz.de/10005192838
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On typical characteristics of economic time series and the relative qualities of five autocorrelation tests/ [von] C. Dubbeldam; A. S. Louster; A. P. J. Abrahamse
Dubbeldam, C.; Louster, A. S.; Abrahamse, A. P. J. - In: Journal of econometrics 8 (1978) 3, pp. 259-306
Persistent link: https://www.econbiz.de/10002107031
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The correlation coefficient in the general linear model
Koerts, Johannes; Abrahamse, A. P. J. - In: European economic review : EER 1 (1970) 3, pp. 401-427
Persistent link: https://www.econbiz.de/10002227957
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Discriminant analysis and the prediction of corporate failure
Abrahamse, A. P. J.; Frederikslust, R. A. I. van - In: Proceedings / European Finance Association : meetings … (1975), pp. 329-373
Persistent link: https://www.econbiz.de/10001803597
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On the power of three goodness-of-fit test (a simulation approach)
Abrahamse, A. P. J.; Laan, B. S. van der - 1967
Persistent link: https://www.econbiz.de/10001803612
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How to balance consumer's-risk and producer's-risk in a monopolistic situation
Abrahamse, A. P. J.; Koerts, J. - 1968
Persistent link: https://www.econbiz.de/10001803625
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A new class of disturbance estimators in the general linear model
Dubbelman, C.; Abrahamse, A. P. J.; Koerts, J. - 1970
Persistent link: https://www.econbiz.de/10003197574