Pages that link to "Item:Q4061808"
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The following pages link to Generalized Least Squares with an Estimated Autocovariance Matrix (Q4061808):
Displayed 16 items.
- A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients (Q1156447) (← links)
- On fitting distributed lag models subject to polynomial restrictions (Q1157661) (← links)
- Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
- Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence (Q1836262) (← links)
- Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
- Bootstrap of linear model with AR-error structure (Q1907601) (← links)
- The Monte Carlo EM method for estimating multivariate tobit latent variable models (Q3401364) (← links)
- A new test for residual randomness in a class of dynamic autocorrelated econometric models (Q4151629) (← links)
- Forecasting with serially correlated regression models (Q4826352) (← links)
- Untransformed first observation problem in regression model with moving average process (Q4843654) (← links)
- Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate<i>t</i>-Distribution (Q5305489) (← links)
- Generalized minimum distance estimators of a linear model with correlated errors. (Q5956467) (← links)