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Seasonality in regression : economic theory and econometric practice
Gersovitz, Mark - 1977
Persistent link: https://www.econbiz.de/10000374904
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On the comprehensive method of testing non-nested regression models
Pesaran, M. Hashem - 1982
Persistent link: https://www.econbiz.de/10001558986
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A simple diagnostic test for Gaussian regression
Poirier, Dale J. - 1981
Persistent link: https://www.econbiz.de/10003652884
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Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo - In: Journal of econometrics 36 (1987) 3, pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489412
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The use of linear approximation to nonlinear regression analysis
Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489741
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Ordinary least squares versus principal components regression : some simulation evidence
Chan, M. W. L.; Oksanen, E. H. - In: Empirical economics : a journal of the Institute for … 12 (1987) 2, pp. 97-106
Persistent link: https://www.econbiz.de/10003512492
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A method for approximations to the PDF's and CDF's of GLSE's and its application to the seemingly unrelated regression model
Kariya, Takeaki; Maekawa, Koichi - 1982
Persistent link: https://www.econbiz.de/10003623999
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A quadratic segment confidence band for the quadratic regression model
Richmond, J. - 1981
Persistent link: https://www.econbiz.de/10003527878