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WHAT DO HETEROSKEDASTICITY TESTS DETECT?.
DUTTA, J.; ZAMAN, A. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005776734
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CONSISTENCY VIA TYPE 2 INEQUALITIES: A GENERALIZATION OF WU'S THEOREM
ZAMAN, A. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005776742
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WHAT DO HETEROSKEDASTICITY TESTS DETECT?.
DUTTA, J.; ZAMAN, A. - Center for Operations Research and Econometrics (CORE), … - 1990
Persistent link: https://www.econbiz.de/10005634116
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WHAT DO HETEROSKEDASTICITY TESTS DETECT?
DUTTA, J.; ZAMAN, A. - Department of Economics, School of Arts and Sciences - 1989
Persistent link: https://www.econbiz.de/10005687402
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ASYMPTOTIC SUPREMA OF AVERAGED RANDOM FUNCTIONS
ZAMAN, A. - Department of Economics, School of Arts and Sciences - 1989
Persistent link: https://www.econbiz.de/10005687414
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Review of Statistical Foundations for Econometric Techniques
Zaman, A.; Swanson, N.R. - In: Econometric reviews 17 (1998) 2, pp. 221
Persistent link: https://www.econbiz.de/10006919602
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Estimators without moments : the case of the reciprocal of a normal mean
Zaman, Asad - In: Journal of econometrics 15 (1981) 2, pp. 289-298
Persistent link: https://www.econbiz.de/10003028627
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The single period control problem in econometrics
Zaman, Asad - 1978
Persistent link: https://www.econbiz.de/10003028635
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Shortcomings of tests for autocorrelation
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148803
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Most stringent and best invariant hypothesis tests for regression models
Zaman, Asad - 1994
Persistent link: https://www.econbiz.de/10000148804