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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - 1993
Persistent link: https://www.econbiz.de/10000859370
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Testing for linearity in a semiparametric regression model
Shively, Thomas S. - In: Journal of econometrics 64 (1994) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - 1991
Persistent link: https://www.econbiz.de/10000846932
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Computing p-values for the generalized Durbin-Watson statistic and residual autocorrelations in regression
Kohn, Robert; Shively, Thomas S.; Ansley, Craig F. - 1991
Persistent link: https://www.econbiz.de/10000846935
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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - 1993
Persistent link: https://www.econbiz.de/10004227519
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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - In: Journal of Econometrics 64 (1994) 1-2, pp. 77-96
Persistent link: https://www.econbiz.de/10005192877
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Detecting shifts, trends and periodicities
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000842611
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Filtering and smoothing in state space models with partially diffuse initial conditions
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000842715
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A signal extraction approach to the estimation of treatment and control curves
Kohn, Robert; Ansley, Craig F. - 1989
Persistent link: https://www.econbiz.de/10000842902
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A note on square-root filtering for vector autoregressive-moving average models
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000843161