The following pages link to William E. Taylor (Q1135078):
Displaying 10 items.
- Small sample considerations in estimation from panel data (Q1135079) (← links)
- On the efficiency of the Cochrane-Orcutt estimator (Q1166224) (← links)
- Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation (Q3666114) (← links)
- Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions (Q3806653) (← links)
- Panel Data and Unobservable Individual Effects (Q3916338) (← links)
- Smoothness Priors and Stochastic Prior Restrictions in Distributed Lag Estimation (Q4046961) (← links)
- Prior Information on the Coefficients when the Disturbance Covariance Matrix is Unknown (Q4112781) (← links)
- Small Sample Properties of a Class of Two Stage Aitken Estimators (Q4130228) (← links)
- The Heteroscedastic Linear Model: Exact Finite Sample Results (Q4148863) (← links)
- On the relevance of finite sample distribution theory (Q4720640) (← links)
