| Publication | Date of Publication | Type |
|---|
| Measurement Error in Earnings Data: Using a Mixture Model Approach to Combine Survey and Register Data | 2025-01-20 | Paper |
| Moment conditions for the quadratic regression model with measurement error | 2022-09-14 | Paper |
| LIML in the static linear panel data model | 2022-06-07 | Paper |
| Cross-Sectional Dependence in Panel Data Analysis | 2022-05-31 | Paper |
| The estimation of multidimensional fixed effects panel data models | 2022-02-24 | Paper |
| Simple many-instruments robust standard errors through concentrated instrumental variables | 2018-08-29 | Paper |
| Consistent estimation of linear panel data models with measurement error | 2017-08-24 | Paper |
| Quadratic prediction of factor scores | 2014-07-18 | Paper |
| The Sample Selection Model from a Method of Moments Perspective | 2007-04-18 | Paper |
| GMM estimation in panel data models with measurement error | 2003-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2707383 | 2001-04-03 | Paper |
| Measurement error in a single regressor | 2000-10-26 | Paper |
| Some new results on correlation-preserving factor scores prediction methods | 1999-11-11 | Paper |
| Best linear predictors for factor scores | 1998-02-17 | Paper |
| On IV, GMM and ML in a dynamic panel data model | 1997-02-27 | Paper |
| Proxies versus omitted variables in regression analysis | 1996-08-21 | Paper |
| Matrix algebra and sampling theory: The case of the Horvitz-Thompson estimator | 1996-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324750 | 1995-02-28 | Paper |
| Unbiased estimation of fourth-order matrix moments | 1992-06-28 | Paper |
| Erratum to: Singular value decomposition of design matrices in ANOVA with balanced data | 1992-06-28 | Paper |
| Singular value decomposition of design matrices in ANOVA with balanced data | 1991-01-01 | Paper |
| Block Kronecker products and the vecb operator | 1991-01-01 | Paper |
| The algebra of multimode factor analysis | 1990-01-01 | Paper |
| Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices | 1989-01-01 | Paper |
| Estimation of the error-components model with incomplete panels | 1989-01-01 | Paper |
| Estimation of the error-components model with incomplete panels | 1989-01-01 | Paper |
| Fourth-order properties of normally distributed random matrices | 1987-01-01 | Paper |
| Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of all Variables | 1987-01-01 | Paper |
| An approach to n-mode components analysis | 1986-01-01 | Paper |
| ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES | 1985-01-01 | Paper |
| Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319621 | 1984-01-01 | Paper |
| Errors in variables: consistent adjusted least squares (cals) estimation | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694508 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711623 | 1984-01-01 | Paper |
| A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data | 1983-01-01 | Paper |
| Some results on commutation matrices, with statistical applications | 1983-01-01 | Paper |
| Identification in the Linear Errors in Variables Model | 1983-01-01 | Paper |
| Two Lines Least Squares | 1982-01-01 | Paper |
| A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3897872 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3930504 | 1981-01-01 | Paper |
| A Regression Interpretation of the Computation of MINQUE Variance Component Estimates | 1980-01-01 | Paper |
