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Market serial correlation on a thin security market : a note
Berglund, Tom; Liljeblom, Eva - 1986
Persistent link: https://www.econbiz.de/10003488822
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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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Estimation and hypothesis testing in singular equation systems with autoregressive disturbances
Berndt, Ernst R.; Savin, N. Eug`ene - 1974
Persistent link: https://www.econbiz.de/10003490619
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Les effets de corrélation contemporaine et non contemporaine sur l'estimation d'un système d'équations de régression
Abdel-Badie, Farib E.; Abdel-Fatah, Mohamed F. M. - In: Revue de statistique appliquée 22 (1974) 2, pp. 69-80
Persistent link: https://www.econbiz.de/10003461554
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Regression analysis and errors in variables in economic time series
Abe, Osamu - In: Kyoto University economic review : memoirs of the … 26 (1956) 2, pp. 39-46
Persistent link: https://www.econbiz.de/10003462258
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An exact discrete analog of an open linear nonstationary first-order continuous-time system with mixed sampe
Agbeyegbe, Terence D. - In: Journal of econometrics 39 (1988) 3, pp. 237-250
Persistent link: https://www.econbiz.de/10003465283
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Distributions of the sample autocorrelations when observations are from a stationary autoregressive-moving-average process
Ali, Mukhtar M. - In: Journal of business & economic statistics : JBES ; a … 2 (1984) 3, pp. 271-278
Persistent link: https://www.econbiz.de/10003466360
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La correlazione non simmetrica
Amato, Vittorio - In: Rassegna economica : rivista internazionale di economia … 48 (1984) 2, pp. 295-305
Persistent link: https://www.econbiz.de/10003468588