The following pages link to (Q4403226):
Displaying 14 items.
- The effects of autocorrelation among errors on the consistency property of OLS estimator (Q3773104) (← links)
- The partial least squares-fix point method of estimating interdependent systems with latent variables (Q3959985) (← links)
- Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables (Q4031298) (← links)
- Several forecast models applied to a specific economic time series (Q4067950) (← links)
- Identification in statistical inference (Q4134699) (← links)
- The structure of consumer preferences, Federal Republic of Germany, 1950–1973 (Q4165088) (← links)
- Strong consistency of non-linear least squares estimators in the presence of stochastic regressors (Q4184077) (← links)
- Maximum likelihood estimation for linear regression models with autoregressive errors (Q4322947) (← links)
- Note on the strong consistency of the least squares estimator in nonlinear regression (Q4731990) (← links)
- A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.<sup>*</sup> (Q4853102) (← links)
- A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension (Q5106767) (← links)
- A new behavioural model for fertility schedules (Q5129083) (← links)
- A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process (Q5460716) (← links)
- A new test statistic for searching hidden periodicities in time series and the derivation and numerical calculation of its power function (Q5670119) (← links)
