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Parametrikus és nem parametrikus függvényközelítési eljárások
Molnár, Sándor - In: Statisztikai szemle : a Központi Statisztikai Hivatal … 61 (1983) 5, pp. 461-469
Persistent link: https://www.econbiz.de/10002503556
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Modelarea corelaţilor în economie
Moineagu, Costache - 1974
Persistent link: https://www.econbiz.de/10002506427
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Punkt-, Intervallprognose und Test auf Strukturbruch mit Hilfe der Regressionsanalyse
Schneeberger, H. - In: Prognoserechnung, (pp. 131-146). 1978
Persistent link: https://www.econbiz.de/10002783568
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The t stage least squares simultaneous estimation algorithm for dynamic models : version 25.6.1971
Heesterman, A. R. G. - 1971
Persistent link: https://www.econbiz.de/10002783859
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The t stage least squares simultaneous estimation algorithm for dynamic models
Heesterman, A. R. G. - 1970
Persistent link: https://www.econbiz.de/10002783864
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An efficient linear combination of estimators in a regression with errors in the variables
Schneeweiss, Hans - In: Mathematische Systeme in der Ökonomie : Rudolf Henn …, (pp. 479-489). 1983
Persistent link: https://www.econbiz.de/10002784384
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Forecasting state retail sales : econometric vs. time series models
Schmidt, James R. - In: The annals of regional science : an international … 13 (1979) 3, pp. 91-101
Persistent link: https://www.econbiz.de/10002785439
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Efficient grouping of observations in regression analysis
Jarque, Carlos M. - In: International economic review 22 (1981) 3, pp. 709-718
Persistent link: https://www.econbiz.de/10003075216
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, C. M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003075224