scientific article; zbMATH DE number 3456410

zbMATH Open0291.62141MaRDI QIDQ4042591FDOQ4042591

Authors: Thomas J. Rothenberg 

Publication date: 1973

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (34)

• The use of generalized inverses in restricted maximum likelihood
• Approximate minimax estimators in the simultaneous equations model
• Constrained quantile regression and heteroskedasticity
• Econometric tests of rationality and market efficiency
• On the use of constraints in least squares estimation and control
• Identification and estimation of Gaussian affine term structure models
• Restrictions on variables
• Identification, information and instruments in linear econometric models with rational expectations
• A linear decision analysis model of optimal portfolio investments†
• On the efficient estimation of simultaneous equations with covariance restrictions
• Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
• Local identifiability of the factor analysis and measurement error model parameter
• Further experience in Bayesian analysis using Monte Carlo integration
• Bayesian inference for generalized linear model with linear inequality constraints
• Minimax adjustment technique and fuzzy information
• Some identification and estimation results for regression models with stochastically varying coefficients
• DSGE pileups
• Errors in variables in simultaneous equation models
• On the use of repeated measurement errors in linear regression models
• Inference in dynamic models containing 'surprise' variables
• Testable implications of affine term structure models
• Efficient minimum distance estimator for quantile regression fixed effects panel data
• High dimensional generalized empirical likelihood for moment restrictions with dependent data
• A model for non-negative and non-positive distributed lag functions
• Simultaneous equations with covariance restrictions
• Minimax adjustment technique in a parameter restricted linear model
• Identification with latent variables
• A dual estimator as a tool for solving regression problems
• Multivariate regression models for panel data
• Pooling estimates with different rates of convergence: a minimum \(\chi ^{2}\) approach with emphasis on a social interactions model
• Non-linear least squares estimation under nonlinear equality constraints
• Structural time series modeling: A Bayesian approach
• Testing for separable functional structure using temporary equilibrium models
• Efficient estimation of limited dependent variable models with endogenous explanatory variables

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