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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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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
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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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The correlation coefficient in the general linear model
Koerts, J.; Abrahamse, A. P. J. - 1969 - Vervielf.
Persistent link: https://www.econbiz.de/10001574622
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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
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How to balance consumer's-risk and producer's-risk in a monopolistic situation
Abrahamse, A. P. J.; Koerts, J. - 1968
Persistent link: https://www.econbiz.de/10001803625
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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
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A priori fixed covariance matrices of disturbance estimators
Dubbelman, C. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572348
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General quadratic forms in normal variates
Dubbelman, C. - 1978
Persistent link: https://www.econbiz.de/10001562970
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A note on Theil's device for choosing a blus base
Dubbelman, C. - 1977
Persistent link: https://www.econbiz.de/10001563128