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The continuous selection theorem in Rn : a proof by induction
Leininger, Wolfgang - In: Economics letters 20 (1986) 1, pp. 59-61
Persistent link: https://www.econbiz.de/10001008790
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Dynamic properties of error correction models with a stochastic target series
Kempf, Hubert - In: Economics letters 21 (1986) 4, pp. 349-352
Persistent link: https://www.econbiz.de/10001016321
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Assessing the relative efficiency of Hausman's test under Bahadur efficiency considerations
Wascher, William L. - In: Economics letters 21 (1986) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001016322
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A test of the independence of subsets of instrumental variables and regressors
MacNulty, Mark S. - In: Economics letters 21 (1986) 4, pp. 329-331
Persistent link: https://www.econbiz.de/10001016327
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Wald, likelihood ration, and infinite induced test statistics for joint one-side hypotheses
Rogers, Alan J. - In: Economics letters 21 (1986) 3, pp. 261-264
Persistent link: https://www.econbiz.de/10001016353
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A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R. - In: Economics letters 21 (1986) 2, pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
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Testing for a unit root in the presence of a variance shift
Hamori, Shigeyuki - In: Economics letters 57 (1997) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10001231517
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Small sample testing for cointegration using the bootstrap approach
Harris, Richard I. D. - In: Economics letters 58 (1998) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10001233149
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An elementary estimator of the partial linear model
Yatchew, Adonis John - In: Economics letters 57 (1997) 2, pp. 135-143
Persistent link: https://www.econbiz.de/10001235647
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A note on Lagrange multipliers with several binding constraints
Weber, Christian E. - In: Economics letters 59 (1998) 1, pp. 71-75
Persistent link: https://www.econbiz.de/10001239090