scientific article; zbMATH DE number 3720240
From MaRDI portal
Publication:3909892
General nonlinear regression (62J02) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Analysis of variance and covariance (ANOVA) (62J10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited in
(27)- Does the best-fitting curve always exist?
- Rectangular regression for an errors-in-variables model
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models
- A comparison of simultaneous-equations, weighted regression, and noise- in-variables models
- Identification of a linear system from inexact data: A three-variable example
- A study of several new and existing tests for heteroscedasticity in the general linear model
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework
- A multivariate stochastic unit root model with an application to derivative pricing
- Consistent estimation with many moment inequalities
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
- Five alternative methods of estimating long-run equilibrium relationships
- Improved estimators in some linear errors-in-variables models in finite samples
- The inadmissibility of the 2SLS estimator in linear structural equations
- Bayesian analysis in econometrics
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
- On the jackknife Kibria-Lukman estimator for the linear regression model
- On the efficiency of regression analysis with AR(p) errors
- Maximum entropy measurement error estimates of singular covariance matrices in undersized samples
- Some confidence intervals arising from weak \(l_ p\) spaces
- On the specification and estimation of large scale simultaneous structural macroeconometric models
- Adaptive identification of systems with distributed lags
- Principal components in econometrics
- The prejudices of least squares, principal components and common factors schemes
- Wage dispersion, returns to skill, and black-white wage differentials
- Concentration ellipsoids, their planes of support, and the linear regression model
- The structure of US food demand
- A generalized diagonal ridge-type estimator in linear regression
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3909892)