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~person:"Jarque, Carlos M."
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Ökonometrik Schätzung
9
Statistiktheorie
1
Type of publication
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Article
9
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9
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Jarque, Carlos M.
Lee, Lung-Fei
16
MacKinnon, James G.
13
Theil, Henri
13
White, Halbert
13
Ohtani, Kazuhiro
12
Amemiya, Takeshi
11
Godfrey, L. G.
11
McAleer, Michael
10
Phillips, P. C. B.
10
Sargan, J. D.
10
Srivastava, V. K.
10
Davidson, Russell
9
King, Maxwell L.
9
Monfort, Alain
9
Pagan, A. R.
9
Schmidt, Peter
9
Bera, Anil K.
8
Palm, F. C.
8
Vinod, H. D.
8
Engle, Robert F.
7
Gourieroux, Christian
7
Hsiao, Cheng
7
Hylleberg, Svend
7
Kariya, Takeaki
7
Krämer, Walter
7
Kuhlmann, Wolfgang
7
Lahiri, Kajal
7
Leamer, Edward E.
7
Manski, Charles F.
7
Mariano, Roberto S.
7
Baltagi, Badi H.
6
Dufour, Jean-Marie
6
Gregory, Allan W.
6
Hall, A. D.
6
Hendry, David F.
6
Holly, Alberto
6
Kiefer, Nicholas M.
6
Kohn, R.
6
Lancaster, Tony
6
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Working papers in economics and econometrics
4
Economics letters
2
International economic review
2
Annals of applied econometrics
1
Source
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ECONIS (ZBW)
9
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1
Efficient grouping of observations in regression analysis
Jarque, Carlos M.
- In:
International economic review
22
(
1981
)
3
,
pp. 709-718
Persistent link: https://www.econbiz.de/10003075216
Saved in:
2
Efficient tests for normality, homoscedasticity and serial independence of regression residuals
Jarque, Carlos M.
;
Bera, Anil K.
- In:
Economics letters
6
(
1980
)
3
,
pp. 255-259
Persistent link: https://www.econbiz.de/10003075241
Saved in:
3
Heteroscedasticity tests : (1) A test for heteroscedasticity in the multiple regression model ; (2) A test for heteroscedasticity in a limited dependent variable model
Jarque, Carlos M.
-
1980
Persistent link: https://www.econbiz.de/10003075262
Saved in:
4
Testing for heteroscedasticity and random coefficient variation in simultaneous equations models
Jarque, Carlos M.
-
1981
Persistent link: https://www.econbiz.de/10003075276
Saved in:
5
Testing for multivariate normality in simultaneous equations models
Jarque, Carlos M.
;
McKenzie, Colin R.
-
1983
Persistent link: https://www.econbiz.de/10003075283
Saved in:
6
Tests for serial independence in limited dependent variable models
Jarque, Carlos M.
;
Bera, Anil K.
-
1981
Persistent link: https://www.econbiz.de/10003075293
Saved in:
7
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
Saved in:
8
Model specification tests : a simultaneous approach
Bera, Anil K.
;
Jarque, Carlos M.
- In:
Annals of applied econometrics
(
1982
)
3
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001895917
Saved in:
9
Testing the normality assumption in limited dependent variable models
Bera, Anil K.
;
Jarque, Carlos M.
;
Lee, Lung-Fei
- In:
International economic review
25
(
1984
)
3
,
pp. 563-578
Persistent link: https://www.econbiz.de/10001896018
Saved in:
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