Similar Search Results

On typical characteristics of economic time series and the relative qualities of five autocorrelation tests

Dubbelman, C.; Abrahamse, A. P. J.; Louter, A. S. - 1976

Persistent link: https://www.econbiz.de/10001566137

The correlation coefficient in the general linear model

Koerts, J.; Abrahamse, A. P. J. - 1969 - Vervielf.

Persistent link: https://www.econbiz.de/10001574622

On the power of the Blus procedure : Blus versus Durbin-Watson

Koerts, J.; Abrahamse, A. P. J. - 1968 - Vervielf.

Persistent link: https://www.econbiz.de/10001574753

A note on the estimation of a sample of the disturbances in the linear model

Dubbelman, C. - 1971 - Vervielf.

Persistent link: https://www.econbiz.de/10001572338

A priori fixed covariance matrices of disturbance estimators

Dubbelman, C. - 1971 - Vervielf.

Persistent link: https://www.econbiz.de/10001572348

General quadratic forms in normal variates

Dubbelman, C. - 1978

Persistent link: https://www.econbiz.de/10001562970

Disturbances in the linear model, estimation and hypothesis testing

Dubbelman, Cornelis - 1978

Persistent link: https://www.econbiz.de/10000038375

Regression coefficient estimation in small linear models with unknown autocorrelation : eavaluation and recommendation

Dubbelman, C.; Groot, E. A. de - 1983

Persistent link: https://www.econbiz.de/10001561682

Disturbances in the linear model, estimation and hypothesis testing

Dubbelman, Cornelis - 1978

Persistent link: https://www.econbiz.de/10000001397

Disturbances in the linear model, estimation and hypothesis testing

Dubbelman, C. - 1978

1. Introduction -- 1.1. The general linear model -- 1.2. BLU ?-estimation -- 1.3. BLU disturbance estimation -- 1.4. Autocorrelation and heterovariance -- 1.5. Autocorrelation simulated and estimated -- 1.A. Appendix -- 2. Tabulable quadratic ratio tests -- 2.1. The form of the test statistic T...

Persistent link: https://www.econbiz.de/10013522314