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On typical characteristics of economic time series and the relative qualities of five autocorrelation tests
Dubbelman, C.; Louter, A. S.; Abrahamse, A. P. J. - In: Journal of Econometrics 8 (1978) 3, pp. 295-306
Persistent link: https://www.econbiz.de/10005192838
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The correlation coefficient in the general linear model
Koerts, J.; Abrahamse, A. P. J. - In: European Economic Review 1 (1970) 3, pp. 401-427
Persistent link: https://www.econbiz.de/10005143619
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A priori fixed covariance matrices of disturbance estimators
Dubbelman, C. - In: European Economic Review 3 (1972) 4, pp. 413-436
Persistent link: https://www.econbiz.de/10005143878
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MARKET DESEQUILIBRIA AND THE MEASUREMENT OF THEIR INFLUENCE ON PRICES: A CASE FROM RETAILING.
BODE, B.; KOERTS, J.; THURIK, R. - NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM - 1989
Persistent link: https://www.econbiz.de/10005656719
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AN ANALYSIS OF LABOUR PRODUCTIVITY IN WHOLESALING USING PANEL DATA AND ALLOWING FOR HETEROSKEDASTICITY.
VAN DALEN, J.; KOERTS, J.; THURIK, A.R. - NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM - 1989
Persistent link: https://www.econbiz.de/10005656725