·
1926-Ene: Why
Do We Sometimes Get Nonsense Correlations Between Time Series? A Study in
Sampling and the Nature of Time Series -
Udny Yule
1928-Jul: On
the Use and Interpretation of Certain Test Criteria for Purposes of Statistical
Inference - Jerzy Neyman; Egon Pearson
1933: On the Problem of
the Most Efficient Tests of Statistical Hypotheses - Jerzy Neyman; Egon Pearson
1934: On
the two different aspects of the representative method: The method of
stratified sampling and the method of purposive selection - Jerzy Neyman
1937: Outline
of a Theory of Statistical Estimation Based on the Classical Theory of
Probability - Jerzy Neyman
1939-Dic: Contributions to the Theory of Statistical Estimation
and Testing Hypotheses - Abraham Wald
1941-Mar:
Asymptotically Most Powerful Tests of Statistical Hypotheses - Abraham Wald
1943-Nov:
Tests of Statistical Hypotheses Concerning Several Parameters When the Number
of Observations is Large – Abraham Wald
1946: Measuring Business Cycles - Burns & Mitchell
1950-Dic:
Testing for Serial Correlation in Least Squares Regression - J. Durbin & G. S. Watson
1955: Statistical methods and scientific
induction – Ronald Fisher
1956: Note on an Article by Sir Ronald
Fisher – Jersey Neyman
1960-Jun:
Tests of the Hypothesis that a Linear Regression System Obeys Two Separate
Regimes – Richard Quandt
1960-Jul:
Tests of Equality Between Sets of Coefficients in Two Linear Regressions - Gregory Chow
1964: An Analysis of Transformations - Box & Cox
1966: The Typical Spectral Shape of An
Economic Variable – Granger
1970-Feb:
Use of Dummy Variables in Testing for Equality between Sets of Coefficients in
Two Linear Regressions: A Note -
Damodar Gujarati
1970-Mar: Tests of Equality Between Sets
of Coefficients in Two Linear Regressions: An Expository Note – Franklin Fisher
1970-Dic:
Use of Dummy Variables in Testing for Equality Between Sets of Coefficients in
Linear Regressions: A Generalization - Damodar
Gujarati
1970-Dic: Distribution of Residual Autocorrelations in
Autoregressive-Integrated Moving Average Time Series Models - G. E. P. Box
& David A. Pierce
Harvey (1976)
1978 - Nov:
Testing Against General Autoregressive and Moving Average Error Models when the
Regressors Include Lagged Dependent Variables - L. G. Godfrey
1978: Testing for
Autocorrelation in Dynamic Linear Models - Trevor Breusch
1979-Jun: Distribution
of the Estimators for Autoregressive Time Series With a Unit Root - David
Dickey & Wayne Fuller
1980 - Set:
The Durbin-Watson Test for Serial Correlation when there is no Intercept in the
Regression - R. W. Farebrother
Engle & Granger (1987)
1988: Testing for a Unit Root in Time
Series Regression - Peter Phillips
& Pierre Perron
1990: Business Cycles: Real Facts and a
Monetary Mith – Findland & Prescott
1992: Optimal Tests When a Nuisance
Parameter is Present Only Under The Alternative - Andrews & Ploberger
1993: Tests for Parameter Instability
and Structural Change With Unknown Change Point – Donald Andrews
1994:
Baxter & King (1995)
1997: Wald-Type Tests for Detecting
Breaks in the Trend Function of a Dynamic Time Series - Timothy Vogelsang
1999 - Jul: No Contagion, Only Interdependence: Measuring Stock
Market Co-Movements - Kristin Forbes & Roberto Rigobon
No hay comentarios.:
Publicar un comentario