On Theil's errors-Reference-Cited by-同舟云学术

On Theil's errors

Published:2005-03-01 Issue:1 Volume:8 Page:39-54
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Magnus Jan R.¹,Sinha Ashoke K.²

Affiliation:

1. CentER and Department of Econometrics and Operations Research, Tilburg University, Tilburg, The Netherlands and European University Institute, Florence, Italy E‐mail: magnus@uvt.nl

2. CentER and Department of Econometrics and Operations Research, Tilburg University, Tilburg, The Netherlands E‐mail: a.k.sinha@uvt.nl

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/8/1/39/25963621/ectj0039.pdf

Reference27 articles.

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

3. Methods of investigating whether a regression relationship is constant over time;Brown;Selected Statistical Papers, European Meeting, Mathematical Centre Tracts,1968

4. Techniques for testing the constancy of regression relationships over time (with discussion);Brown;Journal of the Royal Statistical Society, Series B,1975

5. Recursive stability analysis of linear regression relationships: An exploratory methodology;Dufour;Journal of Econometrics,1982

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