The following pages link to (Q4272789):
Displaying 12 items.
- Test for randomness of the technology parameter in a stochastic frontier regression model (Q257563) (← links)
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? (Q675678) (← links)
- Testing hypotheses about interaction terms in nonlinear models (Q974230) (← links)
- Testing for varying dispersion in exponential family nonlinear models (Q1265219) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- Testing goodness-of-fit for nonlinear regression models with heterogeneous variances (Q1391993) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Duration response measurement error (Q1867738) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Detection of change in persistence of a linear time series (Q1971788) (← links)
- On Hotelling's Approach to Testing for a Nonlinear Parameter in Regression (Q3489159) (← links)
- Testing for Heterogeneous Parameters in Least-Squares Approximations (Q5751786) (← links)
