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Testing for a global maximum
Veall, Michael R. - 1987
Persistent link: https://www.econbiz.de/10000724802
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[Rezension von: Analysis of panels and limited dependent variable models, ed. by Cheng Hsiao, ...]
Veall, Michael R. - In: The economic journal : the journal of the Royal … 110 (2000), pp. 509-510
Persistent link: https://www.econbiz.de/10001502017
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Bootstrapping regression estimators under first-order serial correlation
Veall, Michael R. - In: Economics letters 21 (1986) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10001014763
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Bootstrapping the process of model selection : an econometric example
Veall, Michael R. - In: Journal of applied econometrics 7 (1992) 1, pp. 93-99
Persistent link: https://www.econbiz.de/10001119747
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Using bootstrapped confidence intervals for improved inferences with seemingly unrelated regression equations
Rilstone, Paul - In: Econometric theory 12 (1996) 3, pp. 569-580
Persistent link: https://www.econbiz.de/10001207527
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Testing for a global maximum in an econometric context
Veall, Michael R. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 6, pp. 1459-1465
Persistent link: https://www.econbiz.de/10001097573
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Pseudo-R [Formel] measures for some common limited dependent variable models
Veall, Michael R.; Zimmermann, Klaus F. - In: Journal of economic surveys 10 (1996) 3, pp. 241-259
Persistent link: https://www.econbiz.de/10001204307
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Performance measures from prediction-realization tables
Veall, Michael R.; Zimmermann, Klaus F. - In: Economics letters 39 (1992) 2, pp. 129-134
Persistent link: https://www.econbiz.de/10001130838
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The jackknife and regression with AR(1) errors
Kwok, Benjamin - In: Economics letters 3 (1988), pp. 247-252
Persistent link: https://www.econbiz.de/10001048741
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A note on log-log regressions with dummy variables : why units matter
Giordano, Rosanna - In: Oxford bulletin of economics and statistics 51 (1989) 1, pp. 95-96
Persistent link: https://www.econbiz.de/10001060823