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Selecting regressors for prediction using PRESS and white t statistics
Magee, Lonnie - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 91-96
Persistent link: https://www.econbiz.de/10001100476
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An algorithm for robust regression
Magee, Lonnie - 1991
Persistent link: https://www.econbiz.de/10000953010
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A binary choice model with coefficients that are elasticities
Magee, Lonnie - 1993
Persistent link: https://www.econbiz.de/10000953025
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The asymptotic variance of extreme bounds
Magee, Lonnie - In: The review of economics and statistics 72 (1990) 1, pp. 182-184
Persistent link: https://www.econbiz.de/10001085565
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The behaviour of a modified Box-Cox regression model when some values of the dependent variable are close to zero
Magee, Lonnie - In: The review of economics and statistics 70 (1988) 2, pp. 362-366
Persistent link: https://www.econbiz.de/10001049206
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A note on Cochrane-Orcutt estimation
Magee, Lonnie - In: Journal of econometrics 35 (1987) 2, pp. 211-218
Persistent link: https://www.econbiz.de/10001027098
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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