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Generalized variance-ratio tests for serial correlation in multivariate regression models
Szroeter, Jerzy - In: Journal of Econometrics 8 (1978) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10005286047
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Quasi Akaike and quasi Schwarz criteria for model selection: A surprising consistency result
Giombini, Germana; Szroeter, Jerzy - In: Economics Letters 95 (2007) 2, pp. 259-266
Persistent link: https://www.econbiz.de/10005270572
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Gross non-normality and the quality of a simple approximation to the p-value of a routine test of non-nested regressions
Szroeter, Jerzy - 1998
Persistent link: https://www.econbiz.de/10001426430
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The asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-nested hypothesis
Szroeter, Jerzy - 1992
Persistent link: https://www.econbiz.de/10000854167
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Some results on small-sample rejection probabilities of the Davidson-Mackinnon test for separate linear models
Szroeter, Jerzy - 1994
Persistent link: https://www.econbiz.de/10000896920
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An analytic lower bound on the true finite-sample size of the J-test of non-nested regression models
Szroeter, Jerzy - 1993
Persistent link: https://www.econbiz.de/10000896927
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Quasi Akaike and quasi Schwarz criteria for model selection : a surprising consistency result
Giombini, Germana; Szroeter, Jerzy - In: Economics letters 95 (2007) 2, pp. 259-266
Persistent link: https://www.econbiz.de/10003460474
Cover Image
Quasi Akaike and quasi Schwarz criteria for model selection: A surprising consistency result
Giombini, Germana; Szroeter, Jerzy - In: Economics letters 95 (2007) 2, pp. 259-266
Persistent link: https://www.econbiz.de/10007721728