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An unbiased estimator of the covariance matrix of the mixed regression estimator
Giles, David E. A.; Srivastava, Virendra K. - 1989
Persistent link: https://www.econbiz.de/10000803332
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Some consequences of applying the Goldfeld-Quandt test to mis-specified regression models
Giles, David E. A.; Saxton, Guy N. - 1990
Persistent link: https://www.econbiz.de/10000805008
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The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
Giles, David E. A.; Srivastava, Virendra K. - 1990
Persistent link: https://www.econbiz.de/10000805012
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The power of the Durbin-Watson test when the errors are heteroscedastic
Giles, David E. A.; Small, John P. - 1990
Persistent link: https://www.econbiz.de/10000805014
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The optimal size of a preliminary test of linear restrictions in a mis-specified regression model
Giles, David E. A.; Lieberman, Offer; Giles, Judith A. - 1990
Persistent link: https://www.econbiz.de/10000805028
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Some properties of the Durbin-Watson test after a preliminary t-test
Giles, David E. A.; Lieberman, Offer - 1991
Persistent link: https://www.econbiz.de/10000812974
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Bounds on the effect of heteroscedasticity on the chow test for structural change
Giles, David E. A.; Lieberman, Offer - 1991
Persistent link: https://www.econbiz.de/10000812975
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Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric
Giles, Judith A. - 1991
Persistent link: https://www.econbiz.de/10000816267
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Some consequences of using the chow test in the context of autocorrelated disturbances
Giles, David E. A. - 1991
Persistent link: https://www.econbiz.de/10000824418
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Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.; Giles, David E. A. - 1996
Persistent link: https://www.econbiz.de/10000168401