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Disturbances in the linear model, estimation and hypothesis testing
Dubbelman, Cornelis - 1978
Persistent link: https://www.econbiz.de/10000038375
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A note on the estimation of a sample of the disturbances in the linear model
Dubbelman, C. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572338
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A priori fixed covariance matrices of disturbance estimators
Dubbelman, C. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572348
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General quadratic forms in normal variates
Dubbelman, C. - 1978
Persistent link: https://www.econbiz.de/10001562970
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A note on Theil's device for choosing a blus base
Dubbelman, C. - 1977
Persistent link: https://www.econbiz.de/10001563128
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Disturbances in the linear model, estimation and hypothesis testing
Dubbelman, Cornelis - 1978
Persistent link: https://www.econbiz.de/10000001397
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A new class of disturbance estimators in the general linear model
Dubbelman, C.; Abrahamse, A. P. J.; Koerts, J. - 1970
Persistent link: https://www.econbiz.de/10003197574
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Regression coefficient estimation in small linear models with unknown autocorrelation : eavaluation and recommendation
Dubbelman, C.; Groot, E. A. de - 1983
Persistent link: https://www.econbiz.de/10001561682
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On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
Dubbelman, C.; Abrahamse, A. P. J.; Louter, A. S. - 1976
Persistent link: https://www.econbiz.de/10001566137
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A priori fixed covariance matrices of disturbance estimators
Dubbelman, C. - In: European Economic Review 3 (1972) 4, pp. 413-436
Persistent link: https://www.econbiz.de/10005143878