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2000, 3rd ed., Wiley series in probability and statistics, ISBN 0471371246, xvi, 221
Book
2011, 4th ed., Wiley series in probability and statistics, ISBN 9780470390634, xviii, 212
A new edition of the trusted guide on commonly used statistical distributionsFully updated to reflect the latest developments on the topic, Statistical... 
Distribution (Probability theory) | Mathematics
Book
2000, 3rd ed., Wiley series in probability and statistics. Probability and statistics section., ISBN 9780471371243, xvi, 221
Book
1993, Second edition., ISBN 9780471559511, xx, 170 pages
This revised handbook provides a concise summary of the salient facts and formulas relating to 39 major probabiltiy distributions, together with associated... 
probability theory | Distribution (Probability theory) | Distribution (Théorie des probabilités) | statistical tables | statistical models | statistics
Book
12/2010, 4th ed., Wiley series in probability and statistics, ISBN 9780470390634
Book
Journal of econometrics, ISSN 0304-4076, 1992, Volume 51, Issue 1, pp. 7 - 24
A comprehensive empirical examination is made of the sensitivity of tests of disturbance covariance in the linear regression model to nonnormal disturbance... 
SERIAL-CORRELATION | VARIANCES | J GY ECONOMICS | SPHERICAL SYMMETRY | DISTURBANCES | LEAST-SQUARES REGRESSION | NORMALITY | J PS SOCIAL SCIENCES, MATHEMATICAL METHODS | RESIDUALS | DURBIN-WATSON TEST | MODEL | MATHEMATICS, MISCELLANEOUS | Analysis | Autocorrelation (Statistics) | Heteroscedasticity
Journal Article
02/2011, ISBN 0470627247, 211
A new edition of the trusted guide on commonly used statistical distributions Fully updated to reflect the latest developments on the topic, Statistical... 
Distribution (Probability theory)
eBook
Australian Academic & Research Libraries, ISSN 0004-8623, 01/1996, Volume 27, Issue 1, pp. 47 - 57
Monash University Library recently adopted a new formula to determine the allocation of acquisition funds for books and periodicals. The process and outcome... 
Journal Article
Journal of econometrics, ISSN 0304-4076, 01/1992, Volume 51, Issue 1-2, p. 7
  A comprehensive empirical examination of the sensitivity of tests of disturbance covariance in the linear regression model to nonnormal disturbance behavior... 
Research | Economic statistics
Journal Article
Journal of econometrics, ISSN 0304-4076, 01/1992, Volume 51, Issue 1-2, pp. 7 - 7
Journal Article
Journal of econometrics, ISSN 0304-4076, 01/1992, Volume 51, Issue 1, p. 7
Journal Article
Journal of econometrics, ISSN 0304-4076, 01/1992, Volume 51, Issue 1,2, p. 7
  The effect of assuming normality on the size of parametric tests of the disturbance covariance matrix is evaluated by including a wider range of tests,... 
Studies | Errors | Economic models | Economic theory | Correlation analysis | Regression analysis | Effects | Econometrics | Statistics | Tests
Journal Article
Australian academic and research libraries, ISSN 0004-8623, 03/1996, Volume 27, Issue 1, p. 47
Journal Article
Econometric reviews, ISSN 0747-4938, 01/1998, Volume 17, Issue 1, pp. 31 - 55
Journal Article
1989, Working Paper No. 10/89
A comprehensive empirical examination is made of the sensitivity of tests of disturbance covariance in the linear regression model to non-normal disturbance... 
Research Methods/ Statistical Methods | Research and Development/Tech Change/Emerging Technologies | heteroscedasticity | robustness | Autocorrelation | normality
Paper
Econometric Reviews, ISSN 0747-4938, 01/1998, Volume 17, Issue 1, pp. 31 - 55
... La Trobe University Bundoora, Australia 3083 Merran Evans Department of Econometrics and Business Statistics Monash University Clayton, Australia 3 168 Key Words... 
serial correlations tests | ARMA-ARCH models | ARCH-correlated tests | serial correlations tests; ARCH-correlated tests; ARMA-ARCH models
Journal Article
Australian Journal of Statistics, ISSN 0004-9581, 09/1992, Volume 34, Issue 3, pp. 433 - 442
Summary The paper evaluates the accuracy of Burr approximations of critical values and p‐values for test a of autocorrelation and heteroscedasticity in the... 
linear regression | Burr distributions | critical value approximations | Autocorrelation | heteroacedasticity
Journal Article
Economic Record, ISSN 0013-0249, 06/1995, Volume 71, Issue 2, pp. 145 - 156
Whether or not shocks persist has important implications in economics. An empirical study investigates this issue for key Australian and US macroeconomic time... 
Journal Article
1994, Working Paper No. 7/94
Tables are presented for parameters c,k of the Burr III and XII distribution, which cover a wide grid of skewness and kurtosis values. These enable... 
Research Methods/ Statistical Methods | Burr distributions | hypothesis testing | tables of parameters for given skewness and kurtosis | approximations
Paper
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