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A note on the statistical properties of aggregate q measures : received 25.2.1985
Connolly, Robert A.; Lacivita, C. J. - In: Economics letters 19 (1985) 2, pp. 177-181
Persistent link: https://www.econbiz.de/10002026051
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Large deviation asymptotics for statistical treatment rules
Otsu, Taisuke - In: Economics letters 101 (2008) 1, pp. 53-56
Persistent link: https://www.econbiz.de/10003787463
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How redefining statistical significance can worsen the replication crisis
Williams, Cole Randall - In: Economics letters 181 (2019), pp. 65-69
Persistent link: https://www.econbiz.de/10012121843
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Improving factor momentum : statistical significance matters
Liu, Yangyi; Luo, Ronghua; Zhao, Senyang - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
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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