SHAZAM
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Software:17075
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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