scientific article; zbMATH DE number 3434984

MaRDI QIDQ4403226zbMATH OpenFDO

Authors Edmond Malinvaud

Publication date 1970

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Parametric hypothesis testing (62F03) Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(64)

• Methods to estimate dynamic stochastic general equilibrium models
• Multivariate regression models for panel data
• Is the prediction error of a regression model white?
• Predictors for the first-order autoregressive process
• The sampling distributions of the predictor for an autoregressive model under misspecifications
• The use of generalized inverses in restricted maximum likelihood
• Stochastic specification and estimation of share equation systems
• The exact multi-period mean-square forecast error for the first-order autoregressive model
• The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
• Inference in some disaggregated models with special covariance structure
• On the efficiency of the Cochrane-Orcutt estimator
• Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression
• On the behavior of inconsistent instrumental variable estimators
• A new class of limited-information estimators for simultaneous equation systems
• The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true
• The structure of simultaneous equations estimators
• A study of multiple-output production functions: Klein's railroad study revisited
• Identification of simultaneous equation models with measurement error
• An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
• Nonlinear models of analysis of variance
• Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model
• On the efficient estimation methods for the macro-economic models nonlinear in variables
• Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II
• Modeling the price side of econometric models. An analysis of the underlying hypotheses
• The sampling distribution of forecasts from a first-order autoregression
• On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
• Uniform laws of large numbers and stochastic Lipschitz-continuity
• The translog function and the substitution of equipment, structures, and labor in U. S. manufacturing 1929 - 68
• A Berry-Esseen bound for least squares error variance estimators of regression parameters
• Asymptotic efficiency in estimation with conditional moment restrictions
• Approximate solution methods for linear stochastic difference equations
• Efficient estimation of models with composite disturbance terms
• The problem of identification in finite parameter continuous time models
• The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems
• GMM tests for the Katz family of distributions
• On the confluent approach in regression analysis.
• Tax vs. debt management under entitlement spending: a multicountry study
• Limit laws of a sequence determined by a random difference equation governing a one-compartment system
• Exploring new models for population prediction in detecting demographic phase change for sparse census data
• Errors in variables: consistent adjusted least squares (cals) estimation
• Standard and robust orthogonal regression
• Some further aspects of the löwner-ordering antitonicity of the moore-penrose inverse
• The effects of autocorrelation among errors on the consistency property of OLS estimator
• The partial least squares-fix point method of estimating interdependent systems with latent variables
• Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
• Several forecast models applied to a specific economic time series
• Identification in statistical inference
• The structure of consumer preferences, Federal Republic of Germany, 1950–1973
• Strong consistency of non-linear least squares estimators in the presence of stochastic regressors
• Maximum likelihood estimation for linear regression models with autoregressive errors
• Note on the strong consistency of the least squares estimator in nonlinear regression
• Efficient minimum distance estimator for quantile regression fixed effects panel data
• A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.^*
• A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension
• A new behavioural model for fertility schedules
• A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process
• A new test statistic for searching hidden periodicities in time series and the derivation and numerical calculation of its power function
• The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
• On the efficient estimation of simultaneous equations with covariance restrictions
• A new look at the relationship between time-series and structural econometric models
• The concentration ellipsoid of a random vector
• Stochastic identification and digital control of a heat exchanger: a simulation test case
• The jackknife and regression with \(AR(1)\) errors
• Simultaneous equations with covariance restrictions

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