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A test on disturbance heterovariance in least squares regression
Abrahamse, Adriaan Pieter Johannes - 1970
Persistent link: https://www.econbiz.de/10001803668
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On the sampling behaviour of the covariability coefficient
Abrahamse, Adriaan P. - 1986
Persistent link: https://www.econbiz.de/10000716519
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Finite-sample behaviour of logit probability estimators in a real data set
Abrahamse, Adriaan P.; Geilenkirchen, J. T. - 1986
Persistent link: https://www.econbiz.de/10000716531
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New estimators of disturbances in regression analysis
Abrahamse, Adriaan Pieter Johannes; Koerts, J. - 1969
Persistent link: https://www.econbiz.de/10001803632
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The power of three test procedures for serial correlation in least sqares regression
Abrahamse, Adriaan Pieter Johannes; Koerts, J. - 1968
Persistent link: https://www.econbiz.de/10001803650
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Simultaneous minimization of the error probabilities in a ststistical test : an economic example
Abrahamse, Adriaan Pieter Johannes; Koerts, J. - In: Statistica Neerlandica : journal of the Netherlands … 22 (1968) 4, pp. 257-266
Persistent link: https://www.econbiz.de/10001803656
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The powers of some tests in the general linear model
Abrahamse, Adriaan P. - 1969
Persistent link: https://www.econbiz.de/10000599673
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On the theory and application of the general linear model
Koerts, Johannes; Abrahamse, Adriaan P. - 1969
Persistent link: https://www.econbiz.de/10014389775
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A statistical model for the costs of passenger car traffic accidents
Laan, Bouwe S. van der; Louter, A. S. - 1985
Persistent link: https://www.econbiz.de/10000717890
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A comparison between the MSE of two predictors in the multiplicative model under two alternative stochastic assumptions : a Monte Carlo study
Teekens, R.; Louter, A. S. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572336