Similar Search Results

Durbin-Watson and generalized Durbin-Watson test for autocorrelations and randomness

Ali, Mukhtar M. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 2, pp. 195-203

Persistent link: https://www.econbiz.de/10003466414

Robustness to nonnormality of regression F-tests

Ali, Mukhtar M. - In: Journal of econometrics 71 (1996) 1, pp. 175-205

Persistent link: https://www.econbiz.de/10001194737

Testing Slutsky symmetry in systems of linear demand equations

Silver, J. Lew - In: Journal of econometrics 2 (1989), pp. 251-266

Persistent link: https://www.econbiz.de/10001063354

Robustness to nonnormality of the Durbin-Watson test for autocorrelation

Ali, Mukhtar M. - In: Journal of econometrics 57 (1993) 1, pp. 117-136

Persistent link: https://www.econbiz.de/10001142529

Distribution of the Least Squares Estimator in a First-Order Autoregressive Model

Ali, Mukhtar M. - 1998

This paper investigates the finite sample distribution of the least squares estimator of the autoregressive parameter in a first-order autoregressive model. Uniform asymptotic expansion for the distribution applicable to both stationary and nonstationary cases is obtained. Accuracy of the...

Persistent link: https://www.econbiz.de/10014075760

Hypothesis testing in event studies : the case of variance changes

Giaccotto, Carmelo - In: Journal of economics & business 48 (1996) 4, pp. 349-370

Persistent link: https://www.econbiz.de/10001209184

Estimating price trends for residential property : a comparison of repeat sales and assessed value methods

Clapp, John M. - In: The journal of real estate finance and economics 5 (1992) 4, pp. 357-374

Persistent link: https://www.econbiz.de/10001159408