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Consistency, asymptotic unbiasedness and bounds on the bias of s 2 in the linear regression model with error component disturbances
Baltagi, Badi H. - In: Statistical papers 35 (1994) 4, pp. 323-328
Persistent link: https://www.econbiz.de/10001173328
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Testing for autocorrelation among common stock returns
Krämer, Walter - In: Statistical papers 32 (1991) 4, pp. 269-361
Persistent link: https://www.econbiz.de/10001279108