Joint distributions of some indices based on correlation coefficients

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Studies in econometrics, time series, and multivariate statistics
1. Verfasser:	Hedges, Larry V. (VerfasserIn)
Weitere Verfasser:	Olkin, Ingram (VerfasserIn)
Format:	UnknownFormat
Veröffentlicht:	1983
Schlagworte:
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Bestellen

Titel	Jahr	Verfasser
Asymptotic properties of some estimators in structural models	1983	Rothenberg, Thomas J.
Rank additivity and matrix polynomials	1983	Styan, George P. H.
Optimal stabilization rules in a stochastic model of investment with gestation lags	1983	Taylor, John B.
Comparison of experiments for some multivariate normal situations	1983	Lehmann, E. L.
Abnormal selection bias	1983	Goldberger, Arthur S.
Properties of estimates of the mean square error of prediction in autoregressive models	1983	Shaman, Paul
Canonical representation of linear structural econometric models, rank tests for identification and existence of estimators' moments	1983	Zellner, Arnold
Time series analysis of error-correction models	1983	Granger, C. W. J.
A note on a supposed criticism of an Anderson-Goodman test in Markov chain analysis	1983	Goodman, Leo A.
A reexamination of some basic asymptotic theory for linear processes in time series analysis	1983	Walker, A. M.
On the wedge product	1983	James, A. T.
On segmentation of time series	1983	Sclove, Stanley L.
Linear random fields	1983	Rosenblatt, Murray
Prediction-based tests for misspecification in non-linear simultaneous systems	1983	Mariano, Roberto S.
Joint distributions of some indices based on correlation coefficients	1983	Hedges, Larry V.
Hypothesis tests and optimality properties in discrete multivariate analysis	1983	Cohen, Arthur
A comparison of the logit model and normal discriminant analysis when the independent variables are binary	1983	Amemiya, Takeshi
Time series model identification by estimating information	1983	Parzen, Emanuel
The price of ignorance of the autocorrelation structure of the errors of regression model	1983	Durbin, J.
Likelihood ratio tests for relationships between two covariance matrices	1983	Rao, C. R.

Alle Artikel auflisten