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Results:
1-5
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Results: 5
Testing for autocorrelation using a modified Box-Pierce Q test
Authors:
Lobato, I Nankervis, JC Savin, NE
Citation:
I. Lobato et al., Testing for autocorrelation using a modified Box-Pierce Q test, INT ECON R, 42(1), 2001, pp. 187-205
Empirically relevant power comparisons for limited-dependent-variable models
Authors:
Savin, NE Wurtz, AH
Citation:
Ne. Savin et Ah. Wurtz, Empirically relevant power comparisons for limited-dependent-variable models, INT SYMP EC, 2001, pp. 47-70
Empirically relevant critical values for hypothesis tests: A bootstrap approach
Authors:
Horowitz, JL Savin, NE
Citation:
Jl. Horowitz et Ne. Savin, Empirically relevant critical values for hypothesis tests: A bootstrap approach, J ECONOMET, 95(2), 2000, pp. 375-389
Robust wald tests in SUR systems with adding-up restrictions
Authors:
Ravikumar, B Ray, S Savin, NE
Citation:
B. Ravikumar et al., Robust wald tests in SUR systems with adding-up restrictions, ECONOMETRIC, 68(3), 2000, pp. 715-719
Power of tests in binary response models
Authors:
Savin, NE Wurtz, AH
Citation:
Ne. Savin et Ah. Wurtz, Power of tests in binary response models, ECONOMETRIC, 67(2), 1999, pp. 413-421
Risultati:
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