The following pages link to (Q5626055):
Displayed 50 items.
- On the existence of moments of partially restricted reduced form coefficients (Q1150225) (← links)
- Full-information estimates of a nonlinear macroeconometric model (Q1150990) (← links)
- A moving average model for sequenced reaction-time data (Q1152927) (← links)
- Fully recursive probability models and multivariate log-linear probability models for the analysis of qualitative data (Q1153644) (← links)
- On the estimation of multinomial logit models from relative frequency data (Q1154207) (← links)
- Further experience in Bayesian analysis using Monte Carlo integration (Q1154774) (← links)
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
- Simple least squares estimation versus best linear unbiased prediction (Q1159932) (← links)
- Simultaneous equations with error components (Q1166223) (← links)
- On the existence of moments of partially restricted reduced form estimators. A comment (Q1166229) (← links)
- Measurable triples and cardinal measurement (Q1169918) (← links)
- Bayesian linear prediction in finite populations (Q1174061) (← links)
- Effects of misspecification of lag structure in certain two-variable distributed lag models (Q1192161) (← links)
- A robust method of estimation based on the MML estimators for a simple linear regression model (Q1193993) (← links)
- Adjustment of importance weights in multiattribute value models by minimum discrimination information (Q1198304) (← links)
- The power of four tests of autocorrelation in the linear regression model (Q1212772) (← links)
- Testing for autocorrelation in the autoregressive moving average error model (Q1212774) (← links)
- A new class of limited-information estimators for simultaneous equation systems (Q1214232) (← links)
- A note on least squares estimation and the blue in a generalized linear regression model (Q1214727) (← links)
- Post-experiment introduction of constraints on parameters (Q1222483) (← links)
- Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations (Q1229543) (← links)
- A note on three-stage least squares estimation (Q1229545) (← links)
- Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I (Q1231371) (← links)
- Consistent estimation of a regression with errors in the variables (Q1231732) (← links)
- Autocorrelated disturbances in the light of specification analysis (Q1236400) (← links)
- Testing for functional misspecification in regression analysis (Q1238385) (← links)
- Coefficients of correlation for simultaneous equation systems (Q1239575) (← links)
- An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513) (← links)
- Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances (Q1244773) (← links)
- Harmonic alternatives to the Almon polynomial technique (Q1244967) (← links)
- Some properties of a class of biased regression estimators (Q1245547) (← links)
- Stochastic specification of production functions and economic implications (Q1246239) (← links)
- Uncorrelated residuals from linear models (Q1246241) (← links)
- Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\) (Q1246993) (← links)
- Asymptotic properties of a correlation coefficient type statistic connected with the general linear model (Q1247150) (← links)
- Spectral analysis of public utility returns (Q1247153) (← links)
- Design and estimation problems when estimating a regression coefficient from survey data (Q1247691) (← links)
- Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model (Q1247718) (← links)
- Estimation of a dynamic demand function for gasoline with different schemes of parameter variation (Q1249411) (← links)
- First-order identification in linear models (Q1250671) (← links)
- Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (Q1251042) (← links)
- Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II (Q1251045) (← links)
- The exact moments of the least squares estimator for the autoregressive model (Q1252692) (← links)
- The effect of temporal aggregation on parameter estimation in distributed lag model (Q1255291) (← links)
- Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach (Q1255754) (← links)
- A comparative analysis of linear fitting for non-linear functions on optimization. A case study: Air pollution problems (Q1255881) (← links)
- Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
- Single-equation estimators and aggregation restrictions when equations have the same sets of regressors (Q1259121) (← links)
- Estimation of common coefficients in two regression equations (Q1259122) (← links)
- Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications (Q1260675) (← links)