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131
Die Autokorrelation von Aktienkursen
Krämer, Walter
;
Runde, Ralf
-
1990
Persistent link: https://www.econbiz.de/10000854739
Saved in:
132
Robuste Schätzer und Tests im Einstichproben-Lageproblem unter besonderer Berücksichtigung des modifizierten Maximum-Likelihood-Verfahrens
Lee, Ung-hee
-
1992
Persistent link: https://www.econbiz.de/10000856020
Saved in:
133
Fast computation of multivariate Kernel estimators
Wand, M. P.
-
1993
Persistent link: https://www.econbiz.de/10000856167
Saved in:
134
Simulation-based estimation of models with lagged latent variables
Laroque, Guy
;
Salanié, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000856406
Saved in:
135
Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru
-
1993
Persistent link: https://www.econbiz.de/10000856442
Saved in:
136
A new test for overidentification
Kakwani, Nanak
-
1993
Persistent link: https://www.econbiz.de/10000856726
Saved in:
137
A review of recent developments in latent class regression models
DeSarbo, Wayne
;
Wedel, Michel
-
1993
Persistent link: https://www.econbiz.de/10000856806
Saved in:
138
Pre-test estimation of the regression scale parameter with multivariate student-t errors and independent sub-samples
Anderson, Juston Z.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000856952
Saved in:
139
The exact powers of some autocorrelation tests when relevant regressors are omitted
Small, John P.
;
Giles, David E. A.
;
White, Kenneth J.
-
1993
Persistent link: https://www.econbiz.de/10000856953
Saved in:
140
On the use of the cusumsq statistic in medium sized samples
Edgerton, David L.
;
Wells, Curt
-
1993
Persistent link: https://www.econbiz.de/10000857314
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