Pages that link to "Item:Q5649344"
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The following pages link to Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study (Q5649344):
Displayed 12 items.
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Finite sample properties of estimators for autoregressive moving average models (Q1138872) (← links)
- AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- A comparative study of finite sample properties of band spectrum regression estimators (Q1237476) (← links)
- A Monte Carlo study of autoregressive integrated moving average processes (Q1244776) (← links)
- Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
- A classified bibliography of Monte Carlo studies in econometrics (Q1393801) (← links)
- Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
- An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
- The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors<sup>†</sup> (Q3805716) (← links)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)