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Rank correlation methods
Kendall, Maurice G. - 1948
Persistent link: https://www.econbiz.de/10000542576
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Abrahamse and Koerts' "New estimators" of disturbances in regression analysis
Neudecker, H. - 1976
Persistent link: https://www.econbiz.de/10000665552
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Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter - 1980
Persistent link: https://www.econbiz.de/10000012348
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Estimation of an almost ideal demand system from panel data
Kang, Suk - 1983
Persistent link: https://www.econbiz.de/10002074482
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Multiple rank correlation analysis
Brower, Floor; Nijkamp, Peter - 1982
Persistent link: https://www.econbiz.de/10002030826
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Return, risk, and yield : evidence from ex ante data
Ang, James S.; Peterson, David R. - In: The journal of finance : the journal of the American … 40 (1985) 2, pp. 537-548
Persistent link: https://www.econbiz.de/10001837721
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Residual analysis censored duration data : received 31. 10. 1984
Chesher, Andrew - In: Economics letters 18 (1985) 1, pp. 35-38
Persistent link: https://www.econbiz.de/10001997963
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Specification tests of quarterly econometric models of aggregate strike frequency in Canada
Abbott, Michael Gilbert - 1984
Persistent link: https://www.econbiz.de/10001797722
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Estimates of the variance of U.S. inflation based upon the ARCH model
Engle", Robert F. - 1980
Persistent link: https://www.econbiz.de/10002140817
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Rank correlation methods
Kendall, Maurice G. - 1955 - 2. ed., rev. and enlarged
Persistent link: https://www.econbiz.de/10002205214