SHAZAM

swMATH4924MaRDI QIDQ17075FDOQ17075

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Cited In (26)

• Title not available (Why is that?)
• The limiting power of point optimal autocorrelation tests
• Title not available (Why is that?)
• A Laplace approximation to the moments of a ratio of quadratic forms
• Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
• Pre-test estimation in regression under absolute error loss
• Multiple optima and asymptotic approximations in the partial adjustment model
• A fuzzy logic approach to modelling the New Zealand underground economy
• DISTRIBUTED PROCESSING FUNCTIONS OF A TIME SERIES ANALYSIS SYSTEM
• Adjusting for the interval effect bias in beta coefficients on a thin security market: application of a lag distribution model
• Title not available (Why is that?)
• An Econometric Model of the Circuit of Capital
• A comparison of LS/ML and GMM estimation in a simple AR(1) model
• A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
• Title not available (Why is that?)
• The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
• Saddlepoint approximation for the least squares estimator in first-order autoregression
• Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss
• A multicriteria approach to model specification and estimation
• The practice of econometric theory. An examination of the characteristics of econometric computation
• Estimation in a linear model with serially correlated errors when observations are missing
• STEIN-RULE RESTRICTED REGRESSION ESTIMATOR IN A LINEAR REGRESSION MODEL WITH NONSPHERICAL DISTURBANCES
• A mixed user interface for a statistical system
• The power of the Durbin-Watson test when the errors are heteroscedastic
• Title not available (Why is that?)
• Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing

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