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A diagnostic test for normality within the power exponential family
Poirier, Dale J.; Tello, Mario D.; Zin, Stanley E. - 1984
Persistent link: https://www.econbiz.de/10003652812
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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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A generalized estimation procedure of Box-Jenkin s autoregressive moving average models
Hsieh, Hsih-chia - 1985
Persistent link: https://www.econbiz.de/10000784838
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The bias of forecasts from a first-order autoregression
Magnus, Jan R.; Pesaran, Bahram - 1987
Persistent link: https://www.econbiz.de/10000720159
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Alternative maximum likelihood procedures for regression with autocorrelated disturbances
Beach, Charles M.; MacKinnon, Charles M. - 1976
Persistent link: https://www.econbiz.de/10003486010
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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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Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489724
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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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Testing for heteroscedasticity and random coefficient variation in simultaneous equations models
Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003585855