The following pages link to (Q4759305):
Displaying 50 items.
- Instrumental values (Q280227) (← links)
- On the estimation of returns to scale, technical progress and monopolistic markups (Q295564) (← links)
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
- Testing hypotheses on the unidentifiable structural parameters in the classical ``errors-in-variables'' model with application to Friedman's permanent income model (Q374912) (← links)
- Identification of a linear system from inexact data: A three-variable example (Q581972) (← links)
- An upper bound on the number of linear relations identified from noisy data by the Frisch scheme (Q673885) (← links)
- Identification of the maximal number of linear relations from noisy data (Q673887) (← links)
- On the identifiability of errors-in-variables models with white measurement errors (Q716129) (← links)
- Performance of some ridge estimators for the gamma regression model (Q779681) (← links)
- On the measures of multicollinearity in least squares regression (Q909393) (← links)
- A comparison of simultaneous-equations, weighted regression, and noise- in-variables models (Q920536) (← links)
- Estimation in a linear multivariate measurement error model with a change point in the data (Q1019201) (← links)
- Identification of scalar errors-in-variables models with dynamics (Q1078533) (← links)
- A simple alternative derivation of a useful theorem in linear ''errors-in- variables'' regression models together with some clarifications (Q1090033) (← links)
- A predictive demand model for systems planning, using noisy realization theory (Q1109747) (← links)
- The prejudices of least squares, principal components and common factors schemes (Q1116594) (← links)
- Bounding mean regressions when a binary regressor is mismeasured (Q1126487) (← links)
- The set of observationally equivalent errors-in-variables models (Q1128975) (← links)
- Certain models from uncertain data: The algebraic case (Q1189172) (← links)
- Identification of linear relations from noisy data: Geometrical aspects (Q1199041) (← links)
- Identification of simultaneous equation models with measurement error (Q1233291) (← links)
- Sensitivity of ridge-type estimation methods to condition number (Q1569227) (← links)
- The rank of reduced dispersion matrices (Q1820531) (← links)
- Identification of dynamic errors-in-variables models (Q1915044) (← links)
- Solution set properties for static errors-in-variables problems (Q1923025) (← links)
- Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)
- Product sales forecasting using macroeconomic indicators and online reviews: a method combining prospect theory and sentiment analysis (Q2153558) (← links)
- Profile monitoring for count data using Poisson and Conway-Maxwell-Poisson regression-based control charts under multicollinearity problem (Q2223852) (← links)
- The Frisch scheme in multivariable errors-in-variables identification (Q2411495) (← links)
- Identifiability of errors in variables dynamic systems (Q2440608) (← links)
- Mergers of economics and philosophy of science. A cruise in deep seas and shallow waters (Q2536041) (← links)
- The use of factor analysis in the statistical analysis of multiple time series (Q2543567) (← links)
- Berechnung von linearen Mehrfachkorrelationen mit Hilfe von Adjunktionsmatrizen nach Frisch (Q2544544) (← links)
- The evaluation of multiple and partial correlation coefficients from the factorial matrix. (Q2587680) (← links)
- A computational procedure for the method of principal components. (Q2587685) (← links)
- Linear dependence in multiple correlation work. (Q2587688) (← links)
- The contribution of an orthogonal multiple factor solution to multiple correlation. (Q2591987) (← links)
- The evaluation of multiple and partial correlation coefficients from the factorial matrix (Q2653161) (← links)
- Kotlarski with a factor loading (Q2673201) (← links)
- Linear Models Based on Noisy Data and the Frisch Scheme (Q2808247) (← links)
- A New Ridge Regression Causality Test in the Presence of Multicollinearity (Q2815357) (← links)
- A New Asymmetric Interaction Ridge (AIR) Regression Method (Q2815388) (← links)
- On Ridge Parameters in Logistic Regression (Q3100657) (← links)
- Modified Ridge Parameters for Seemingly Unrelated Regression Model (Q3168560) (← links)
- Regression with errors in variables: estimators based on third order moments (Q3201385) (← links)
- Are most proposed ridge parameter estimators skewed and do they have any effect on MSE values? (Q3389619) (← links)
- A Monte Carlo Study of Recent Ridge Parameters (Q3447106) (← links)
- Extending the Frisch scheme for errors-in-variables identification to correlated output noise (Q3626906) (← links)
- (Q3639845) (← links)
- FIML estimation of dynamic econometric systems from inconsistent data (Q3675389) (← links)
