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Monte Carlo results for estimation in a stable markov time series
Copas, J. B. - In: Journal of the Royal Statistical Society 129 (1966) 1, pp. 110-116
Persistent link: https://www.econbiz.de/10003518746
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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1981 - Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
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Some non-nested hypothesis tests and the relations among them
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522158
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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On point-optimal Cox tests
Dastoor, Naorayex K.; Fisher, Gordon - 1985
Persistent link: https://www.econbiz.de/10003522686
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Implicit alternatives and the local power of test statistics
Davidson, Russell; MacKinnon, James C. - 1984
Persistent link: https://www.econbiz.de/10003522849
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Improved estimation of the disturbance variance in a linear regression model
Gelfand, Alan E.; Dey, Dipak K. - In: Journal of econometrics 39 (1988) 3, pp. 387-395
Persistent link: https://www.econbiz.de/10003526631
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Specification pre-test estimator
Gourieroux, C.; Trognon, A. - In: Journal of econometrics 25 (1984) 1/2, pp. 15-27
Persistent link: https://www.econbiz.de/10003562263
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Minimal sufficient statistics for the two-way classification mixed model design
Hultquist, Robert A.; Graybill, Franklin A. - In: Journal of the American Statistical Association : JASA 60 (1965) 309, pp. 182-192
Persistent link: https://www.econbiz.de/10003562585
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On the structural estimation of certain correlation coefficients
Hag, M. Safiul; Saleh, A. K. Md. E. - In: Statistische Hefte : internationale Zeitschrift für … 25 (1984) 3, pp. 211-218
Persistent link: https://www.econbiz.de/10003568403