The Invariance of Tests of the Disturbance Covariance Matrix to Multicollinearity
Burr Critical Value Approximations for Tests of Autocorrelation and Heteroscedasticity
An Empirical Investigation of Shock Persistence in Economic Series
A Joint Test for Serial Correlation and Heteroscedasticity
Institutional Characteristics and the Relationship Between Students' First-year University and Final-year Secondary School Academic Performance
Inference and Non-ideal Conditions in the Linear Regression Model
An Empirical Investigation of Shock Persistence in Economic Time Series
Robustness and Size of Tests of Autocorrelation and Heteroscedasticity to Non-normality
A Further Class of Tests for Heteroscedasticity
Testing for Serial Correlation in the Presence of Dynamic Heteroscedasticity
The Durbin-Watson Test and Cross-sectional Data
The Twelfth Order Analogue of the Durbin-Watson Test
Critical Value Approximations for Tests of Linear Regression Disturbances
A Generalized Logistic Tobit Model
Burr Distribution Tables for Approximating P-values and Critical Values by Matching Skewness and Kurtosis
A Point Optimal Test for Heteroscedastic Disturbances
Comment on Two Papers by K. Kadiyala (1979, 1981)
Choosing a Base for the BLUS Vector
School-leavers' Transition to Tertiary Study