Thomas J. Rothenberg

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5309184	2007-10-09	Paper
Some elementary distribution theory for an autoregression fitted to a random walk.	2003-04-02	Paper
Efficient Tests for an Autoregressive Unit Root	1998-06-08	Paper
Inference in a nearly integrated autoregressive model with nonnormal innovations	1998-01-07	Paper
Simultaneous equations with covariance restrictions	1990-01-01	Paper
Approximate Power Functions for Some Robust Tests of Regression Coefficients	1988-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3703102	1984-01-01	Paper
Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar	1984-01-01	Paper
Approximate Normality of Generalized Least Squares Estimates	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3678539	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4042591	1973-01-01	Paper
Identification in Parametric Models	1971-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4082200	1971-01-01	Paper
A note on the expected value of an inverse matrix	1969-01-01	Paper
Efficient Estimation of Simultaneous Equation Systems	1964-01-01	Paper
A Note on Estimation from a Cauchy Sample	1964-01-01	Paper

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