Pages that link to "Item:Q1899247"
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The following pages link to The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models (Q1899247):
Displaying 4 items.
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix (Q4797690) (← links)