SOME EVIDENCE ON LARGEST SQUARED CORRELATION-COEFFICIENT FROM SEVERAL SAMPLES

被引:6
作者
BACON, RW [1 ]
机构
[1] UNIV OXFORD,OXFORD,ENGLAND
关键词
D O I
10.2307/1914123
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:1997 / 2001
页数:5
相关论文
共 13 条
[1]   DISTRIBUTIONS OF CORRELATION-COEFFICIENTS IN ECONOMIC TIME-SERIES [J].
AMES, E ;
REITER, S .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1961, 56 (295) :637-&
[2]   EVALUATION OF AN AD HOC PROCEDURE FOR ESTIMATING PARAMETERS OF SOME LINEAR MODELS [J].
ANDO, A ;
KAUFMAN, GM .
REVIEW OF ECONOMICS AND STATISTICS, 1966, 48 (03) :334-340
[3]  
BECKERMAN W, 1970, ECONOMIC J, V90, P981
[4]  
Fisher R., 1915, BIOMETRIKA, V10, P507
[6]  
Friedman M, 1940, AM ECON REV, V30, P657
[7]  
Gumbel E J., 1958, STAT EXTREMES
[8]   PREDICTIVE PERFORMANCE OF ECONOMETRIC MODELS OF QUARTERLY INVESTMENT BEHAVIOR [J].
JORGENSON, DW ;
HUNTER, J ;
NADIRI, MI .
ECONOMETRICA, 1970, 38 (02) :213-+
[9]  
KENDALL MG, 1973, ADV THEORY STATISTIC, V2
[10]   DISTRIBUTION OF GENERALIZED MULTIPLE CORRELATION MATRIX IN DUAL CASE [J].
KHATRI, CG .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (04) :1801-&