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Vol. 10, May, 1994, No. 2 "Recent Developments in Hypothesis Testing From an Econometrician’s Point of View: The Editor’s Introduction" by Maxwell L. King. pp255. "On Sided Hypothesis Testing in Econometrics: A Survey" by Ping X. Wu and Maxwell L. King. pp261. "Hypothesis Testing of Varying Coefficient Regression Models: Procedures and Applications" by Robert D. Brooks and Maxwell L. King. pp301. "An Optimal Test for Multiple Coefficient Variation in the Linear Regression Model" by B.P.M. McCabe and S.J. Leybourne. pp359. "A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficients in the Presence of Autocorrelation" by Shahidur Rahman and Maxwell L. King. pp375. "Testing AR(1) Against MA(1) Disturbances in the Dynamic Linear Regression Model" by Paramsothy Silvapulle. pp395. "Integrability and Cointegrability Testing of the Term Structure of Interest Rates. pp G.C. Lim and Vance L. Martin. pp423. "Hypothesis Testing in the Structural Model: A Selective Survey" by G.K. Randolph Tan. pp455. "The Effect of Estimator Behaviour on Conditional Moment Tests in Probit and Tobit Models" by Christopher L. Skeels Francis Vella. pp487. "Generalized Exponential Approximants to the Distribution of Test Statistics" by Jenny N. Lye and Vance L. Martin. pp517. "Burr Distribution Tables for Approximating p-Values and Critical Values by Matching Skewness and Kurtosis" by Merran Eans and Simone Grose. pp547. These
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