The following pages link to (Q5626055):
Displayed 50 items.
- Bayesian analysis in econometrics (Q1262067) (← links)
- The synthetic hierarchy method: An optimizing approach to obtaining priorities in the AHP (Q1268140) (← links)
- Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances (Q1298424) (← links)
- A class of statistical estimators related to principal components (Q1300821) (← links)
- MSE performance of a heterogeneous pre-test estimator (Q1304086) (← links)
- An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression (Q1305258) (← links)
- Minimum mean square error estimation in linear regression (Q1314492) (← links)
- Approximate generalized extreme value models of discrete choice (Q1329136) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- The small-sample power of Durbin's \(h\) test revisited (Q1361560) (← links)
- Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
- Robust estimators for simultaneous equations models (Q1362500) (← links)
- The loss in efficiency from using grouped data to estimate coefficients of group level variables (Q1362865) (← links)
- Minimum mean squared error estimation of each individual coefficient in a linear regression model (Q1367670) (← links)
- The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches (Q1377312) (← links)
- Length modified ridge regression (Q1390881) (← links)
- Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962) (← links)
- The incidental parameter problem since 1948 (Q1574223) (← links)
- Pre-test double \(k\)-class estimators in linear regression (Q1577329) (← links)
- MSE dominance of the PT-2SHI estimator over the positive-part Stein-rule estimator in regression (Q1582368) (← links)
- Alternative methods of linear regression (Q1609471) (← links)
- The multimode Procrustes problem (Q1611870) (← links)
- Testing equality of regression coefficients in heteroscedastic normal regression models (Q1776858) (← links)
- Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables) (Q1820539) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- Mean and variance of \(R^ 2\) in small and moderate samples (Q1822189) (← links)
- Restrictions on variables (Q1836263) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Estimation of limited dependent variable models by ordinary least squares and the method of moments (Q1838267) (← links)
- A comparison of the power of some tests for heteroskedasticity in the general linear model (Q1847125) (← links)
- The graph of the k-class estimator. An algebraic and statistical interpretation (Q1847130) (← links)
- Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations (Q1849311) (← links)
- On B-robust instrumental variable estimation of the linear model with panel data. (Q1858918) (← links)
- Information indices: Unification and applications. (Q1858923) (← links)
- Generalized moment based estimation and inference (Q1858930) (← links)
- Bayesian bootstrap multivariate regression (Q1868969) (← links)
- Issues arising in using samples as evidence in trademark cases (Q1868983) (← links)
- On the use of the Stein variance estimator in the double \(k\) -class estimator when each individual regression coefficient is estimated (Q1871693) (← links)
- The general Gauss-Markov model with possibly singular dispersion matrix (Q1884787) (← links)
- Nonclassical demand a model-free examination of price-quantity relations in the Marseille fish market (Q1893412) (← links)
- Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression (Q1896088) (← links)
- Econometric methodology and the philosophy of science (Q1909366) (← links)
- Limited information estimation and testing subject to linear constraints (Q1918159) (← links)
- Canonical correlation analyses for three data sets: A unified framework with application to management (Q1919775) (← links)
- Mixed regression estimator under inclusion of some superfluous variables (Q1969431) (← links)
- Minimum mean-squared error estimation in linear regression with an inequality constraint (Q1973322) (← links)
- Properties of technical efficiency estimators in the stochastic frontier model (Q2266558) (← links)
- Estimating nonparametric convex functions using gradient data (Q2276875) (← links)
- The small sample properties of \(R^ 2\) in a misspecified regression model with stochastic regressors (Q2366913) (← links)
- Computationally efficient methods for estimating the updated-observations SUR models (Q2382758) (← links)