scientific article; zbMATH DE number 3085482

From MaRDI portal
Publication:5822350

zbMath0053.27905MaRDI QIDQ5822350

No author found.

Publication date: 1953


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger dataSmoothly mixing regressionsGeneralizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statisticsSpecification tests in simultaneous equations systemsNormalization in EconometricsJIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELSChallenges for Panel Financial AnalysisPast, present and future of econometricsLAUDATIO 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 1993Zeitreihenprognosen nach dem KettenprinzipDeterminants of firm-level domestic sales and exports with spillovers: evidence from ChinaA Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbancesSubmodel estimation of a structural vector error correction model under cointegrationStatistical inference for panel dynamic simultaneous equations modelsPhoebus J. Dhrymes (1932–2016)A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbancesFinite underidentificationDr C R Rao's contributions to the advancement of economic scienceDecision rules for the choice of structural equationsA user-knowledge-based variable selection method for limited information maximum likelihood using principal componentsThe ontological status of shocks and trends in macroeconomicsEstimating the return to training and occupational experience: the case of female immigrantsIdentifying, estimating and testing restricted cointegrated systems: An overviewMODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACYCAUSAL ANALYSIS AFTER HAAVELMOTRYGVE HAAVELMO AND THE EMERGENCE OF CAUSAL CALCULUSMY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSIONDisturbance variance estimation in simulataneous equations by k-class methodCausal inference in statistics: an overviewThe structure of simultaneous equations estimatorsStructural inference of the parameters of the heteroscedastic simultaneous equation modelFirst-order identification in linear modelsMEASUREMENT ERRORS IN DYNAMIC MODELSThe use of factor analysis in the statistical analysis of multiple time seriesEconometrics and psychometrics: A survey of communalitiesMore on monotone instrumental variablesIdentification problems and decisions under ambiguity: Empirical analysis of treatment response and normative analysis of treatment choiceESCAPE DYNAMICS AND POLICY SPECIFICATIONHAAVELMO’S CONTRIBUTIONS TO SIMULTANEOUS-EQUATIONS ESTIMATIONTRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSIONCONSOLIDATION OF THE HAAVELMO-COWLES COMMISSION RESEARCH PROGRAMThe iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systemsDas Einfachheitspostulat in Wissenschaftstheorie und Ökonometrie'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004On the reliability of quasi-t-statistics: Some Monte Carlo resultsFamily planning, gender differences and infant mortality: evidence from Uttar Pradesh, IndiaBayesian and classical approaches to instrumental variable regression