Similar Search Results - EconBiz

Determining the Parameters of a Multinomial Distribution: The Fiducial Approach

Heike, Hans-Dieter; Târcolea, Constantin; Demetrescu, Matei - In: Stochastics and Quality Control 20 (2005) 2, pp. 177-189

Abstract A procedure is derived for determining the values of the parameters of a multinomial distribution by means of the fiducial approach proposed by Fisher. By decomposing the involved probability (mass or density) functions, it is shown that the resulting fiducial distributions belong to...

Persistent link: https://www.econbiz.de/10014590784

Nonsense regressions due to neglected time-varying means

Hassler, Uwe - 2001

Persistent link: https://www.econbiz.de/10001538047

The effect of linear time trends on residual-based tests for the null of cointegration

Hassler, Uwe - 1998

Persistent link: https://www.econbiz.de/10000680666

When do polynomial regressions of integrated series make sense?

Hassler, Uwe - 1998

Persistent link: https://www.econbiz.de/10000680670

Cointegration testing in single error-correction equations in the presence of linear time trends

Hassler, Uwe - 1998

Persistent link: https://www.econbiz.de/10000680681

Sample autocorrelations of fractionally integrated noise

Hassler, Uwe - 1994

Persistent link: https://www.econbiz.de/10000913037

How spurious regressions arise when variables have linear trends

Hassler, Uwe - 1995

Persistent link: https://www.econbiz.de/10000922823

Wealth and consumption : a multicointegrated model for Germany

Hassler, Uwe - 1997

Persistent link: https://www.econbiz.de/10000971044

Polynomial regression of nonstationary fractionally integrated processes

Hassler, Uwe - 1997

Persistent link: https://www.econbiz.de/10000975393

(When) should cointegrating regressions be detrended? : The case of a German money demand function

Hassler, Uwe - 1996

Persistent link: https://www.econbiz.de/10000948019

A service of the