Pages that link to "Item:Q3881742"
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The following pages link to Analysis of Regressions Containing Serially Correlated and Serially Uncorrelated Error Components (Q3881742):
Displayed 5 items.
- Consistent estimation of equations with composite moving average disturbance terms (Q594525) (← links)
- Multiple cause model with autocorrelated errors: a gain in efficiency analysis (Q899926) (← links)
- Estimation of a general linear model with an unobservable stochastic variable (Q900087) (← links)
- Formulation and estimation of dynamic models using panel data (Q1165549) (← links)
- Two-step two-stage least squares estimation in models with rational expectations (Q1838019) (← links)