scientific article; zbMATH DE number 3385145

MaRDI QIDQ5654914zbMATH OpenFDO

Authors Peter Schönfeld

Publication date 1971

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

(7)

• Z-transform and identification of linear econometric models with autocorrelated errors
• A note on some matrices used in linear regression models
• Simulation experiments with CWA, a new stable regression algorithm, and comparisons with two other stable regression algorithms
• Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen. (Asymptotic distributions of some estimates in case of trend and errors in variables)
• Die relative asymptotische Effizienz der Prognoseschätzung mit einem ökonometrischen Modell
• Characteristic values and triangular factorization of the covariance matrix for multinomial, dirichlet and multivariate hypergeometric distributions and some related results
• Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung

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