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Statistical inference for decile means
Beach, Charles M. (contributor) - In: Economics letters 45 (1994) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10001163978
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A generalization of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem - In: Economics letters 44 (1994) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10001164053
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A Range-CUSUM test with recursive residuals
Kuan, Chung-ming - In: Economics letters 45 (1994) 3, pp. 309-313
Persistent link: https://www.econbiz.de/10001165784
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Should normality be a normal assumption?
Dorfman, Jeffrey H. - In: Economics letters 42 (1993) 2, pp. 143-147
Persistent link: https://www.econbiz.de/10001148253
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A diagnostic test without numerical integration
Ai, Chunrong - In: Economics letters 42 (1993) 2, pp. 129-132
Persistent link: https://www.econbiz.de/10001148257
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Monotonicity of the Fisher information and the Kullback-Leibler divergence measure
Ryu, Keunkwan - In: Economics letters 42 (1993) 2, pp. 121-128
Persistent link: https://www.econbiz.de/10001148258
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Tests of homogeneity and symmetry : some simulation results
Lin, An-loh - In: Economics letters 42 (1993) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001149241
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On the corrections to the Wald test of non-linear restrictions
Ferrari, Silvia L. de - In: Economics letters 42 (1993) 4, pp. 321-326
Persistent link: https://www.econbiz.de/10001149674
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Some improvements for bootstrapping regression estimators under first-order serial correlation
Rilstone, Paul - In: Economics letters 42 (1993) 4, pp. 335-339
Persistent link: https://www.econbiz.de/10001149763
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Effects of data aggregation on the power of tests for a unit root : a simulation study
Choi, In - In: Economics letters 40 (1992) 4, pp. 397-401
Persistent link: https://www.econbiz.de/10001151310