scientific article; zbMATH DE number 3464631

zbMATH Open0296.62001MaRDI QIDQ4049906FDOQ4049906

Authors: Phoebus J. Dhrymes 

Publication date: 1974

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) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited In (31)

• Polynomial operators and the asymptotic distribution of dynamic multipliers
• A Comparison of Mixed and Ridge Estimators of Linear Models
• Classical ergodicity and modern portfolio theory
• Two-step two-stage least squares estimation in models with rational expectations
• Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
• THE MINIMUM DISTANCE CONSISTENT 2 SLS ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCE
• Submodel estimation of a structural vector error correction model under cointegration
• AN ASYMPTOCALLY UNBIASED TWO‐STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS
• DISCRETE VARIATIONS ACROSS SUBSETS OF PARAMETERS IN SIMULTANEOUS EQUATIONS MODELS
• Local identification of ARMAX structures subject to nonlinear constraints
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• Some evidence on the accuracy of Phillips-Perron tests using alternative estimates of nuisance parameter
• Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
• New Bayesian approach to the estimation in simultaneous equations model
• Coefficients of correlation for simultaneous equation systems
• The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists
• Econometrics and psychometrics: A survey of communalities
• Maximum simulated likelihood estimation of the panel sample selection model
• Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues
• Regresion espectral sesgada
• How much better is disaggregate data?
• Two stage least squares estimation in structural cointegration models
• SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
• Specification tests in simultaneous equations systems
• Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)
• Die relative asymptotische Effizienz der Prognoseschätzung mit einem ökonometrischen Modell
• A CLASS OF BINARY VARIABLE REGRESSION MODELS
• The asymptotic validity of the F-test in a two-stage least squares model
• ALTERNATIVE SIGNIFICANCE TESTS FOR 2SLS ESTIMATED PARAMETERS: SOME FURTHER MONTE CARLO EVIDENCE AND COMMENT
• Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming
• Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung

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