1

A Test for Normality of Observations and Regression Residuals

Year:
1987
Language:
english
File:
PDF, 1.42 MB
english, 1987
2

Econometric Analysis.

Year:
1994
Language:
english
File:
PDF, 776 KB
english, 1994
3

Optimal Portfolio Diversification Using the Maximum Entropy Principle

Year:
2008
Language:
english
File:
PDF, 1.03 MB
english, 2008
6

ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING

Year:
1993
Language:
english
File:
PDF, 3.16 MB
english, 1993
8

Model specification tests: A simultaneous approach

Year:
1982
Language:
english
File:
PDF, 913 KB
english, 1982
10

Simple diagnostic tests for spatial dependence

Year:
1996
Language:
english
File:
PDF, 1.23 MB
english, 1996
15

The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis

Year:
2002
Language:
english
File:
PDF, 296 KB
english, 2002
16

Financial Econometrics and Empirical Market Microstructure ||

Year:
2015
Language:
english
File:
PDF, 8.52 MB
english, 2015
19

On exact and asymptotic tests of non-nested models

Year:
1987
Language:
english
File:
PDF, 279 KB
english, 1987
20

Specification test for a linear regression model with ARCH process

Year:
1996
Language:
english
File:
PDF, 982 KB
english, 1996
23

Some Exact Tests for Model Specification

Year:
1983
Language:
english
File:
PDF, 675 KB
english, 1983
24

Comment

Year:
1983
Language:
english
File:
PDF, 335 KB
english, 1983
26

Tests for normality using estimated score function

Year:
1995
Language:
english
File:
PDF, 560 KB
english, 1995
28

Robust LM Tests for Spatial Dynamic Panel Data Models

Year:
2017
Language:
english
File:
PDF, 630 KB
english, 2017
29

Modeling Asymmetry and Excess Kurtosis in Stock Return Data

Year:
2001
Language:
english
File:
PDF, 267 KB
english, 2001
34

A note on testing demand homogeneity

Year:
1982
Language:
english
File:
PDF, 155 KB
english, 1982
35

Maximum entropy autoregressive conditional heteroskedasticity model

Year:
2009
Language:
english
File:
PDF, 2.44 MB
english, 2009
37

Preface

Year:
2001
Language:
english
File:
PDF, 23 KB
english, 2001
39

Binuclear oxofluorocomplexes of molybdenum(V)

Year:
1983
Language:
english
File:
PDF, 413 KB
english, 1983
42

An adjustment procedure for predicting systematic risk

Year:
1986
Language:
english
File:
PDF, 876 KB
english, 1986
44

Testing under local misspecification and artificial regressions

Year:
2009
Language:
english
File:
PDF, 191 KB
english, 2009
47

CONDITIONAL HETEROSCEDASTICITY IN THE MARKET MODEL AND EFFICIENT ESTIMATES OF BETAS

Year:
1988
Language:
english
File:
PDF, 562 KB
english, 1988
48

Alternative forms and properties of the score test

Year:
1986
Language:
english
File:
PDF, 769 KB
english, 1986