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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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On a new test for autocorrelation in least-squares regression
Abrahamse, Adriaan Pieter Johannes; Louter, A. S. - 1969
Persistent link: https://www.econbiz.de/10001803641
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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