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Tests of non-nested regression models : small sample adjustments and Monte Carlo evidence
Godfrey, L. C.; Pesaran, M. H. - 1985
Persistent link: https://www.econbiz.de/10003551653
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Some theoretical results for generalized ridge regression estimators
Fourgeaud, C.; Gourieroux, C.; Pradel, J. - In: Journal of econometrics 25 (1984) 1/2, pp. 191-203
Persistent link: https://www.econbiz.de/10003552452
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Mean estimation bias in least squares estimation of autoregressive processes
Pantula, Sastry G.; Fuller, Wayne A. - In: Journal of econometrics 27 (1985) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10003554974
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Autocorrelation pre-testing in the linear model : estimation, testing and prediction
King, M. L.; Giles, D. E. A. - In: Journal of econometrics 25 (1984) 1/2, pp. 35-48
Persistent link: https://www.econbiz.de/10003559880
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Conflict among criteria fost testing hypotheses in the multivariate linear regression model
Berndt, Ernst R.; Savin, N. Eugène - 1975 - Rev.
Persistent link: https://www.econbiz.de/10003507804
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The sampling distribution of shrinkage estimators and their F-ratios in the regression model
Ullah, A.; Carter, R. A. L.; Srivastava, V. K. - In: Journal of econometrics 25 (1984) 1/2, pp. 109-122
Persistent link: https://www.econbiz.de/10003509765
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Sampling properties of tests of groodness-of-fit for linear autoregressive schemes
Chanda, K. C. - In: Journal of the Royal Statistical Society 24 (1962) 2, pp. 492-510
Persistent link: https://www.econbiz.de/10003512364
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Rias to coefficients on lagged dependent variables
Grubb, David; Symons, James - 1983
Persistent link: https://www.econbiz.de/10003529856
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Specification tests for poisson regression models
Lee, Lung-Fei - 1984
Persistent link: https://www.econbiz.de/10003536233
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Some Schaffé-type tests for some Behrens-Fischer-type regression problems
Potthoffe, Richard F. - In: Journal of the American Statistical Association : JASA 60 (1965) 312, pp. 1163-1190
Persistent link: https://www.econbiz.de/10003653954