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An analytic lower bound on the true finite-sample size of the J-test of non-nested regression models
Szroeter, Jerzy - 1993
Persistent link: https://www.econbiz.de/10000896927
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A bayesian approach to additive semi parametric regression
Wong, Chi-ming; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000856796
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Specification test for a linear regression model with arch process
Bera, Anil K.; Zuo, Xiao-lei - 1993
Persistent link: https://www.econbiz.de/10000865937
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Seasonality in dynamic regression models
Harvey, Andrew C.; Scott, Andrew - 1993
Persistent link: https://www.econbiz.de/10000868404
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Directed least squares regression in errors-in-variables models
Wang, Liqun - 1991
Persistent link: https://www.econbiz.de/10000833393
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Spurios regressions, with AR(1) correction and unit root pretest
Blough, Stephen Richard - 1992 - Rev
Persistent link: https://www.econbiz.de/10000833409
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NP-REG: an interactive package for kernel density estimation and non-parametric regression
Duncan, Alan S.; Jones, Andrew M. - 1992
Persistent link: https://www.econbiz.de/10000834239
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Recursive M-estimation, nonlinear regression and neural network learning with dependent observations
Kuan, Chung-ming; White, Halbert - 1991
Persistent link: https://www.econbiz.de/10000836565
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Model estimation in nonlinear regression under shape invariance
Kneip, Alois - 1992
Persistent link: https://www.econbiz.de/10000837890
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Understanding spurious regressions in econometrics
Phillips, Peter C. B. - 1987
Persistent link: https://www.econbiz.de/10000741422