scientific article; zbMATH DE number 3062534

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Identifiability of parameters in latent structure models with many observed variables
Global identification of the semiparametric Box-Cox model
A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients
Identification of linear stochastic models with covariance restrictions
Multiperiodicity and irregularity in growth cycles: a continuous model of monetary attractors
Identification, information and instruments in linear econometric models with rational expectations
Bayesian reduced rank regression in econometrics
Identification of rational expectations models
A new class of limited-information estimators for simultaneous equation systems
Asymptotic properties of dynamic stochastic parameter estimates. III
The structure of simultaneous equations estimators
Equivalence classes of functions of finite Markov chains
Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I
Identification of simultaneous equation models with measurement error
On univariate time series methods and simultaneous equation econometric models
Least squares and stochastic difference equations
Differencing of random walks and near random walks
On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
First-order identification in linear models
The exact moments of the least squares estimator for the autoregressive model
On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
Estimation of an autoregressive semiparametric model with exogenous variables
Tensor methods for full-information maximum likelihood estimation: Unconstrained estimation
A. C. Aitken and the consolidation of matrix theory
The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case
Choice between opportunity sets: A characterization of welfarist behaviour
Using a likelihood perspective to sharpen econometric discourse: Three examples
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models
A method for agent-based models validation
Median-based estimation of dynamic panel models with fixed effects
The ability to correct the bias in the stable AD(1,1) model with a feedback effect
Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
Time series analysis and simultaneous equation econometric models
The problem of identification in finite parameter continuous time models
Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al
Typologies of linear dynamic systems and models
A Bayesian analysis of exogeneity in models pooling time-series and cross-sectional data
Identifiability and distinguishability concepts in electrochemistry
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology
Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables
Identifiability of latent class models with covariates
Dr C R Rao's contributions to the advancement of economic science
Asymptotic variance of test statistics in the ML and QML frameworks
Business cycle analysis and VARMA models
Generalized high-dimensional trace regression via nuclear norm regularization
Comment: A selective overview of nonparametric methods in financial econometrics
Non-identifiable parametric probability models and reparametrization
Zeitreihenprognosen nach dem Kettenprinzip
Causal discourse in a game of incomplete information
Paired-associate learning with short-term retention: Mathematical analysis and data regarding identification of parameters
On the statistical processing of experimental data for indirect measurements
Origins of the limited information maximum likelihood and two-stage least squares estimators
Excess heterogeneity, endogeneity and index restrictions
On empirical spectral analysis of stochastic processes
How well do structural demand models work? Counterfactual predictions in school choice
Irregular identification of structural models with nonparametric unobserved heterogeneity
Smoothly mixing regressions
Instrumental values
Exogeneity in structural equation models
Reduced rank regression for blocks of simultaneous equations
Generalized maximum entropy analysis of the linear simultaneous equations model
Granger causality and structural causality in cross-section and panel data
Local identification in empirical games of incomplete information
Least squares bias in time series with moderate deviations from a unit root
Identifiability of diagnostic classification models
Are spectral estimators useful for long-run restrictions in SVARs?
Diversity sensitivity and multimodal Bayesian statistical analysis by relative entropy
'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004
Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models
The vec-permutation matrix, the vec operator and Kronecker products: a review
Identification with latent variables
Identifiability of a simultaneous equations model of economy: a structural view
Inference about the parameters of a bi-variate simultaneous equation model: structural approach
Identification in statistical inference
Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms
Econometric inflation targeting
LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993
ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
How Likelihood and Identification went Bayesian
On the interactions of unit roots and exogeneity
THE ET INTERVIEW: PROFESSOR GEORGE JUDGE
Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach
Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
Heteroscedasticity-robust estimation of autocorrelation
Inferring causal relations by modelling structures
The ontological status of shocks and trends in macroeconomics
Trygve Haavelmo at the Cowles Commission
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION
Haavelmo's probability approach and the cointegrated VAR
Trygve Haavelmo's experimental methodology and scenario analysis in a cointegrated vector autoregression
Consolidation of the Haavelmo-Cowles commission research program
Bias in the estimation of the mean reversion parameter in continuous time models
Comparing IV with structural models: what simple IV can and cannot identify
Indirect inference for dynamic panel models
Mathematics in economics
Weighted-average least squares prediction
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process

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