scientific article; zbMATH DE number 3604250

Cited in

(36)

A note on \(S^{2}\) in a spatially correlated error components regression model for panel data
On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
Some observations on instrumental variable methods of time-series analysis
Estimation of models with grouped and ungrouped data by means of ``2SLS
Identification of a linear system from inexact data: A three-variable example
Der Wert von Renditeprognosen für Anlageentscheidungen
Stabilität linearer ökonometrischer Modelle. I
The least trimmed squares. I: Consistency.
Identification and Kullback information in the GLSEM
Seemingly unrelated systems of econometric equations
Phoebus J. Dhrymes (1932–2016)
Equilibrium preserving aggregation in von Neumann models
Full and partial minimax estimation in regression analysis with additional linear constraints
Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems
Multiple partial adjustment of portfolios under rational expectations
Use of the principal component method in the maximum likelihood estimation procedure of the logit model
Dropping variables versus use of proxy variables in linear regression
ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA
Model occurrence and model selection in panel data sets
Some further results on the efficiency of the Cochrane-Orcutt-estimator
A note on \(S^2\) in a linear regression model based on two-stage sampling data
Asymptotic accuracy of the Aitken-Markov estimator
A recursive approach to time-series analysis for multi-variable systems
Principal components in econometrics
Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
Leverage and cochrane-orcutt estimation in linear regression
The prejudices of least squares, principal components and common factors schemes
The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance
Maximum likelihood estimation for the negative multinomial log-linear model
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances
Pre-test estimation in the linear regression model with competing restrictions
On the asymptotic distribution of the Moran \(I\) test stastistic with applications
Analytical uses of Kalman filtering in econometrics — A survey
Specification tests in simultaneous equations systems
Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem
Approximate minimax estimation in linear regression: a simulation study

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