A priori fixed covariance matrices of disturbance estimators-Reference-Cited by-同舟云学术

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A priori fixed covariance matrices of disturbance estimators

Published:1972-12 Issue:4 Volume:3 Page:413-436
ISSN:0014-2921
Container-title:European Economic Review
language:en
Short-container-title:European Economic Review

Author:

Dubbelman C.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference15 articles.

1. New estimators of distrubances in regression analysis;Abrahamse;Journal of the American Statistical Association,1971

2. On a new test for autocorrelation in least-squares regression;Abrahamse;Biometrika,1971

3. Handbook of mathematical functions;Abramowitz,1965

4. An introduction to multivariate statistical analysis;Anderson,1958

5. Demand for automobiles in the United States;Chow,1957

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The statistical foundations of a class of parametric tests for heteroscedasticity;Journal of Econometrics;1987-11

2. Towards a theory of point optimal testing;Econometric Reviews;1987-01

3. A Point Optimal Test for Moving Average Regression Disturbances;Econometric Theory;1985-08

4. Linear unbiased approximators of the disturbances in the standard linear model;Linear Algebra and its Applications;1985-06

5. On typical characteristics of economic time series and the relative qualities of five autocorrelation tests;Journal of Econometrics;1978-12

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