The following pages link to H. D. Vinod (Q234563):
Displaying 43 items.
- (Q374886) (redirect page) (← links)
- Distribution of a generalized \(t\) ratio (Q374887) (← links)
- Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors (Q375076) (← links)
- (Q589207) (redirect page) (← links)
- Inference for negativist theory using numerically computed rejection regions (Q951884) (← links)
- Maximum entropy measurement error estimates of singular covariance matrices in undersized samples (Q1173345) (← links)
- Canonical ridge and econometrics of joint production (Q1227432) (← links)
- Implementing the double bootstrap (Q1273458) (← links)
- Foundations of statistical inference based on numerical roots of robust pivot functions (Q1305647) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- Care and feeding of reproducible econometrics (Q1841093) (← links)
- Double bootstrap for shrinkage estimators (Q1899234) (← links)
- Closed forms for asymptotic bias and variance in autoregressive models with unit roots (Q1903663) (← links)
- Empirically feasible solutions and explicit dynamics for rational expectation models (Q1918125) (← links)
- Dr C R Rao's contributions to the advancement of economic science (Q2211880) (← links)
- Implementing the single bootstrap: Some computational considerations (Q2368123) (← links)
- (Q3065692) (← links)
- (Q3084312) (← links)
- Preparing for the Worst (Q3155850) (← links)
- (Q3321267) (← links)
- (Q3621887) (← links)
- (Q3664282) (← links)
- (Q3928854) (← links)
- (Q3945412) (← links)
- Effects of ARMA Errors on the Significance Tests for Regression Coefficients (Q4105122) (← links)
- Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's (Q4110471) (← links)
- A Ridge Estimator Whose MSE Dominates OLS (Q4194309) (← links)
- Equivariance of ridge estimators through standardization, a note (Q4197915) (← links)
- Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model (Q4213057) (← links)
- (Q4215573) (← links)
- (Q4217905) (← links)
- (Q4749036) (← links)
- Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors (Q4773175) (← links)
- Hands-on Intermediate Econometrics Using R (Q5067654) (← links)
- New exogeneity tests and causal paths (Q5116808) (← links)
- New bootstrap inference for spurious regression problems (Q5137996) (← links)
- Integer Programming and the Theory of Grouping (Q5181542) (← links)
- (Q5308534) (← links)
- Generalized correlation and kernel causality with applications in development economics (Q5373874) (← links)
- “Generalization of the durbin-watson statistic for higher order autoregressive processes (Q5676950) (← links)
- Improved Stein-rule estimator for regression problems (Q5904330) (← links)
- A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)
