The following pages link to (Q5626055):
Displayed 50 items.
- Best affine unbiased representations of the fully restricted general Gauss--Markov model (Q2489781) (← links)
- Testing Gibrat's law in Italian macro-regions: analysis on a panel of mechanical companies (Q2493257) (← links)
- A review of robust regression and diagnostic procedures in linear regression (Q2508012) (← links)
- Stabilität linearer ökonometrischer Modelle. I (Q2555741) (← links)
- Optimal estimation methods under weakened linear restrictions in regression (Q2563627) (← links)
- (Q2750830) (← links)
- The corrected VIF (CVIF) (Q3019497) (← links)
- External environment of an autonomous manufacturing agent: dynamics and representation (Q3124277) (← links)
- On an adjustment of degrees of freedom in the minimim mean squared error ertimator (Q3125800) (← links)
- Statistical inference in nonstationary markov models with embedded explanatory variables (Q3135431) (← links)
- Model selection procedures in social research: Monte-Carlo simulation results (Q3183831) (← links)
- Adjusting economic estimates in business surveys (Q3183846) (← links)
- The informative sample size for dynamic multiple equation systems with moving average errors (Q3336564) (← links)
- Re-examining 50-year-old OLS estimates of the Klein-Goldberger model (Q3429909) (← links)
- A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748) (← links)
- Principal components in econometrics (Q3474033) (← links)
- Detection of outliers in the multivariate linear regression model (Q3474055) (← links)
- Multi-fidelity optimization via surrogate modelling (Q3508105) (← links)
- Assessing the relationships between Nationalism, Ethnocentrism, and Individualism in Flanders using Bergstrom's approximate discrete model (Q3525707) (← links)
- Quick counts from non-selected polling stations (Q3532672) (← links)
- A Comparison of Mixed and Ridge Estimators of Linear Models (Q3616275) (← links)
- Least Squares Method for L-R Fuzzy Variables (Q3638387) (← links)
- The asymptotic behaviour of the estimated generalized least squares method in the linear regression model (Q3668663) (← links)
- A test of restrictions in a dynamic singular demand system: An application to the import of intermediate goods in West Germany (Q3677035) (← links)
- We can do something about multicollinearity (Q3685918) (← links)
- Regresion analysis with multicollinear predictor variables: definition, derection, and effects (Q3703133) (← links)
- A test for variance-covarianch parameters in normal linear models (Q3711533) (← links)
- Development of Specific hypothesis tests for estimated markov chains (Q3729858) (← links)
- Partial Minimax Estimation in Regression Analysis (Q3792085) (← links)
- On a generalized stein estimator of regression coefficients (Q3792086) (← links)
- Recursive estimation for economic research: the multiple equations Case (Q3823379) (← links)
- THE MINIMUM DISTANCE CONSISTENT 2 SLS ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCE (Q3866991) (← links)
- Consistent selection of explanatory variables (Q3883337) (← links)
- ESTIMATION OF PRODUCTION FUNCTIONS FREE OF SPECIFICATION BIAS DUE TO AGGREGATION (Q3888807) (← links)
- Model reference adaptive systems applied to regression analyses (Q3936067) (← links)
- Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results (Q3959972) (← links)
- On detection of outliers in symmetric normal models (Q3978730) (← links)
- Structuring an information flow for autonomous systems (Q3986095) (← links)
- Identifiability of a simultaneous equations model of economy: a structural view (Q3986100) (← links)
- Policy measurement for the dynamic linear model with expectations variables: A multiplier approach (Q4022783) (← links)
- Application of a general multi-model approach for identification of highly nonlinear processes-a case study (Q4036110) (← links)
- An efficient algorithm to calculate the least squares estimates of the parameters in the logistic growth function and the application of beale’s measures of non-linearity for this model (Q4051431) (← links)
- AN ASYMPTOCALLY UNBIASED TWO‐STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS (Q4076643) (← links)
- A note on some matrices used in linear regression models (Q4091308) (← links)
- Identification in statistical inference (Q4134699) (← links)
- Minimum average risk estimators for coefficients in linear models (Q4142555) (← links)
- The discrete Kalman filter applied to linear regression models: statistical considerations and an application (Q4153498) (← links)
- Residuals in tests for adequacy of regression relationships (Q4170108) (← links)
- A simulation study of five biased estimators for straight line regression (Q4176307) (← links)
- Refined prediction for linear regression models (Q4192828) (← links)