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Most mean powerful test for testing heteroscedastic disturbances in the linear regression model., и . Model. Assist. Stat. Appl., 1 (1): 9-16 (2006)A new test for fourth-order autoregressive disturbances. Journal of Econometrics, 24 (3): 269--277 (марта 1984)Selecting the order of an ARCH model, , и . Economics Letters, 83 (2): 269--275 (мая 2004)Modified Wald test for regression disturbances, и . Economics Letters, 56 (1): 5--11 (26.09.1997)A new approximate point optimal test of a composite null hypothesis, и . Journal of Econometrics, 130 (1): 101--122 (января 2006)Towards a theory of point optimal testing. Econometric Reviews, 6 (2): 169--218 (1987)Most mean powerful invariant test for testing two-dimensional parameter spaces, и . Journal of Statistical Planning and Inference, 134 (2): 536--548 (01.10.2005)Estimation and testing of regression disturbances based on modified likelihood functions, и . Journal of Statistical Planning and Inference, 71 (1-2): 75--92 (01.08.1998)Smoothing spline based tests for non-linearity in a partially linear model, , и . Journal of Statistical Planning and Inference, 136 (8): 2446--2469 (01.08.2006)Nonnested testing for autocorrelation in the linear regression model, и . Journal of Econometrics, 58 (3): 295--314 (августа 1993)