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Small sample properties of existing and new estimators of the autocorrelation coefficient and regression coefficents in the context of AR(1) errors
Sharma, Subhash Chandra; Coleman, Brian - In: Journal of quantitative economics : official journal of … 3 (2005) 1, pp. 133-160
Persistent link: https://www.econbiz.de/10003234445
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Quantitative techniques for managerial decision making : concepts, illustrations and problems
Srivastava, Uma K.; Shenoy, G. V.; Sharma, S. C. - 1983
Persistent link: https://www.econbiz.de/10013489910
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An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, Carlos M.; Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489412
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Linearised estimation of nonlinear simultaneous equation system
Bera, A. K. - 1981
Persistent link: https://www.econbiz.de/10003489426
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An efficient large-sample test for normality of observations and regression residuals
Bera, Anil K.; Jarque, Carlos M. - 1981
Persistent link: https://www.econbiz.de/10003489441
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Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489724
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The use of linear approximation to nonlinear regression analysis
Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489741