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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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Censored normal regression with measurement error on the dependent variable
Stapleton, Davis C.; Young, Douglas J. - 1981
Persistent link: https://www.econbiz.de/10003527883
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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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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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Testing for specification of econometric models in regression and non-regression directions
Davidson, Russell; MacKinnon, James G. - 1986
Persistent link: https://www.econbiz.de/10003523093
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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 simple diagnostic test for Gaussian regression
Poirier, Dale J. - 1981
Persistent link: https://www.econbiz.de/10003652884
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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