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References in zbMATH (referenced in 32 articles )

Showing results 21 to 32 of 32.
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  1. Giles, Judith A.; Giles, David E. A.: Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss (1996)
  2. Golan, Amos; Judge, George; Miller, Douglas: Maximum entropy econometrics: robust estimation with limited data (1996)
  3. Kalaba, Robert; Tesfatsion, Leigh: A multicriteria approach to model specification and estimation (1996)
  4. Dods, Johannah L.; Giles, David E. A.: Alternative strategies for `augmenting’ the Dickey-Fuller test: Size-robustness in the face of pre-testing (1995)
  5. Lieberman, Offer: A Laplace approximation to the moments of a ratio of quadratic forms (1994)
  6. Lieberman, Offer: Saddlepoint approximation for the least squares estimator in first-order autoregression (1994)
  7. McManus, Douglas A.; Nankervis, John C.; Savin, N. E.: Multiple optima and asymptotic approximations in the partial adjustment model (1994)
  8. Small, John P.: The exact powers of some autocorrelation tests when the disturbances are heteroscedastic (1994)
  9. Giles, David E. A.: Pre-test estimation in regression under absolute error loss (1993)
  10. Luoma, Martti; Martikainen, Teppo; Perttunen, Jukka: Adjusting for the interval effect bias in beta coefficients on a thin security market: Application of a lag distribution model (1993)
  11. Small, John P.: The limiting power of point optimal autocorrelation tests (1993)
  12. Giles, David E. A.; Small, John P.: The power of the Durbin-Watson test when the errors are heteroscedastic (1991)