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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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Poverty in Pakistan 1984-1985
Havinga, I. C.; Haanappel, F. W.; Louter, A. S.; Andel, … - In: The Pakistan Development Review 28 (1989) 4, pp. 851-869
Persistent link: https://www.econbiz.de/10008548866
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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