scientific article; zbMATH DE number 3434984

From MaRDI portal
Revision as of 21:07, 6 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4403226

zbMath0276.62095MaRDI QIDQ4403226

Edmond Malinvaud

Publication date: 1970


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (64)

The use of generalized inverses in restricted maximum likelihoodExploring New Models for Population Prediction in Detecting Demographic Phase Change for Sparse Census DataStochastic specification and estimation of share equation systemsStandard and robust orthogonal regressionThe exact multi-period mean-square forecast error for the first-order autoregressive modelThe concentration ellipsoid of a random vectorSome further aspects of the löwner-ordering antitonicity of the moore-penrose inverseThe translog function and the substitution of equipment, structures, and labor in U. S. manufacturing 1929 - 68Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variablesA monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.*A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extensionMaximum likelihood estimation for linear regression models with autoregressive errorsThe behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errorsThe effects of autocorrelation among errors on the consistency property of OLS estimatorThe jackknife and regression with \(AR(1)\) errorsSimultaneous equations with covariance restrictionsA new test statistic for searching hidden periodicities in time series and the derivation and numerical calculation of its power functionInference in some disaggregated models with special covariance structureSeveral forecast models applied to a specific economic time seriesA new behavioural model for fertility schedulesOn the efficiency of the Cochrane-Orcutt estimatorSeasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regressionOn the behavior of inconsistent instrumental variable estimatorsEfficient minimum distance estimator for quantile regression fixed effects panel dataOn the confluent approach in regression analysis.Tax vs. debt management under entitlement spending: a multicountry studyA new class of limited-information estimators for simultaneous equation systemsIdentification in statistical inferenceThe small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is trueThe structure of simultaneous equations estimatorsErrors in variables: consistent adjusted least squares (cals) estimationA study of multiple-output production functions: Klein's railroad study revisitedIdentification of simultaneous equation models with measurement errorThe exact multi-period mean-square forecast error for the first-order autoregressive model with an interceptOn the efficient estimation of simultaneous equations with covariance restrictionsA new look at the relationship between time-series and structural econometric modelsAn approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimatorThe structure of consumer preferences, Federal Republic of Germany, 1950–1973Nonlinear models of analysis of varianceInconsistency of the OLS estimator of the partial adjustment-adaptive expectations modelOn the efficient estimation methods for the macro-economic models nonlinear in variablesRelative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. IIModeling the price side of econometric models. An analysis of the underlying hypothesesThe sampling distribution of forecasts from a first-order autoregressionA Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) ProcessOn the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations modelsStrong consistency of non-linear least squares estimators in the presence of stochastic regressorsMethods to estimate dynamic stochastic general equilibrium modelsAsymptotic efficiency in estimation with conditional moment restrictionsLimit laws of a sequence determined by a random difference equation governing a one-compartment systemA Berry-Esseen bound for least squares error variance estimators of regression parametersNote on the strong consistency of the least squares estimator in nonlinear regressionApproximate solution methods for linear stochastic difference equationsMultivariate regression models for panel dataEfficient estimation of models with composite disturbance termsThe problem of identification in finite parameter continuous time modelsThe iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systemsIs the prediction error of a regression model white?Stochastic identification and digital control of a heat exchanger: a simulation test casePredictors for the first-order autoregressive processUniform laws of large numbers and stochastic Lipschitz-continuityThe sampling distributions of the predictor for an autoregressive model under misspecificationsGMM tests for the Katz family of distributionsThe partial least squares-fix point method of estimating interdependent systems with latent variables







This page was built for publication: