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Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan - In: Econometric theory 14 (1998) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10001245314
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Nonuniform bounds for nonparametric t-tests
Dufour, Jean-Marie - In: Econometric theory 7 (1991) 2, pp. 253-263
Persistent link: https://www.econbiz.de/10001118075
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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767
Persistent link: https://www.econbiz.de/10007732412
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Chi-Square-Type Distributions for Heavy-Tailed Variates
Mittnik, Stefan; Rachev, Svetlozar T.; Kim, Jeong-Ryeol - In: Econometric theory 14 (1998) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10006993040
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick; Abadir, K.M.; Bunzel, H.; Vogelsang, T.J.; … - In: Econometric theory 23 (2007) 4, pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
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Tabulation of Farebrother's Test for Linear Restriction
Dufour, Jean-Marie; Mahseredjian, Sophie - In: Econometric theory 9 (1993) 4, pp. 697-702
Persistent link: https://www.econbiz.de/10007019248