Howard E. Doran

Available identifiers

Publication	Date of Publication	Type
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model	2016-04-25	Paper
On using durbin's h-test to validate the partial-adjustment model	2016-01-01	Paper
Predicting incomplete observations in unbalanced panels: a Kalman filtering\,-\,smoothing ap\-proach	2006-03-16	Paper
Applying linear time-varying constraints to econometric models: With an application to demand systems	1997-08-03	Paper
https://portal.mardi4nfdi.de/entity/Q3995602	1992-09-17	Paper
On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances	1983-01-01	Paper
Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model	1978-01-01	Paper
A Spectral Principal Components Estimator of the Distributed Lag Model	1976-01-01	Paper
A Simulation Study of the Small Sample Properties of the Hannan Estimator of a Distributed Lag Model When the Signal-to-Noise Ratio is Constant	1974-01-01	Paper
Prediction of Missing Observations in the Time Series of an Economic Variable	1974-01-01	Paper
The Half-plane with an Edge Crack in Plane Elastostatics	1969-01-01	Paper
The Wedge with a Symmetric Crack at the Vertex in Plane Elastostatics	1969-01-01	Paper
Computation of the generalised factorial function	1964-01-01	Paper

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