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The disappearing size effect

, , и . Research in Economics, 54 (1): 83--100 (марта 2000)

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Andreas Savin

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Andreas Savin

 

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The power problems of unit root test in time series with autoregressive errors, , , и . Journal of Econometrics, 53 (1-3): 323--343 (00 1992)The disappearing size effect, , и . Research in Economics, 54 (1): 83--100 (марта 2000)Three analyses of the firm size premium, , и . Journal of Empirical Finance, 7 (2): 143--153 (августа 2000)Testing the autoregressive parameter with the t statistic, и . Journal of Econometrics, 27 (2): 143--161 (февраля 1985)Estimation and testing for functional form and autocorrelation : A simultaneous approach, и . Journal of Econometrics, 8 (1): 1--12 (августа 1978)Power of Tests in Binary Response Models, и . Econometrica, 67 (2): 413--421 (60 03 1999)doi: 10.1111/1468-0262.00025.Multiple optima and asymptotic approximations in the partial adjustment model, , и . Journal of Econometrics, 62 (2): 91--128 (июня 1994)Corrigendum, и . Journal of Econometrics, 34 (3): 391--389 (марта 1987)Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness, , , и . Journal of Econometrics, 133 (2): 841--862 (августа 2006)The graph of the k-class estimator : An algebraic and statistical interpretation, и . Journal of Econometrics, 2 (4): 373--388 (декабря 1974)