On Theils' errors
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Other versions of this item:
- Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
- Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Discussion Paper 2003-18, Tilburg University, Center for Economic Research.
- Magnus, J.R. & Sinha, A.K., 2003. "On Theil's Errors," Other publications TiSEM 9a72cd04-4426-470c-8ac1-b, Tilburg University, School of Economics and Management.
References listed on IDEAS
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- Karim M. Abadir & Jan R. Magnus, 2002.
"Notation in econometrics: a proposal for a standard,"
Econometrics Journal, Royal Economic Society, vol. 5(1), pages 76-90, June.
- Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Discussion Paper 2001-8, Tilburg University, Center for Economic Research.
- Abadir, K.M. & Magnus, J.R., 2001. "Notation in Econometrics : A Proposal for a Standard," Other publications TiSEM cf61fb49-7e25-4117-afa9-4, Tilburg University, School of Economics and Management.
- Harvey, A. C. & Phillips, G. D. A., 1974. "A comparison of the power of some tests for heteroskedasticity in the general linear model," Journal of Econometrics, Elsevier, vol. 2(4), pages 307-316, December.
- Koerts, J. & Vorst, J. I., 1967. "Some Further Notes On Disturbance Estimates With A Scalar Covariance Matrix," Econometric Institute Archives 272020, Erasmus University Rotterdam.
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Cited by:
- Vougas, Dimitrios V., 2008. "Unit root testing based on BLUS residuals," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1943-1947, September.
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More about this item
JEL classification:
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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