B. C. Jung

2010

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Papers from B. C. Jung's perspective

Ordered by how strongly the researchers B. C. Jung trusts endorse each paper. Same corpus, a different order for every researcher.

1. IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
2. THE PROBABLE ERROR OF A MEAN
3. Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
4. The behavior of maximum likelihood estimates under nonstandard conditions
5. III. Contributions to the mathematical theory of evolution
6. R.A. Fisher and the making of maximum likelihood 1912-1922
7. The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables
8. Rao's score, Neyman's C(α) and Silvey's LM tests: an essay on historical developments and some new results
9. On Measures of Entropy and Information
10. THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES

Their papers

• Testing for heteroskedasticity and serial correlation in a random effects panel data model (2010) — 82 citations