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On the sensitivity of the usual T- and F-tests to AR(1) misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - 1997
Persistent link: https://www.econbiz.de/10000972163
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Polynomial regression of nonstationary fractionally integrated processes
Hassler, Uwe - 1997
Persistent link: https://www.econbiz.de/10000975393
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Efficiency of estimators in regression model with AR(1) errors
Magee, Lonnie; Ullah, Aman; Srivastava, Virendra K. - 1982
Persistent link: https://www.econbiz.de/10000922051
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Linear affine estimation in misspecified linear regression models using fuzzy prior information
Arnold, Bernhard - 1997
Persistent link: https://www.econbiz.de/10000993098
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Schocks und Schockverarbeitung in der EU : Anmerkungen zur Messung mit Hilfe von VAR-Modellen
Knudsen, Lars - 1997
Persistent link: https://www.econbiz.de/10000993235
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The hazards of mutual fund performance : a cox regression analysis
Lunde, Asger; Timmermann, Allan; Blake, David - 1998
Persistent link: https://www.econbiz.de/10000994246
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Nonparametric estimation of a generalized additive model with an unknown link function
Horowitz, Joel - 1998
Persistent link: https://www.econbiz.de/10000996286
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An equality test across nonparametric regressions
Lavergne, Pascal - 1998
Persistent link: https://www.econbiz.de/10000996316
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When do polynomial regressions of integrated series make sense?
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000996933