The following pages link to (Q3664270):
Displayed 46 items.
- Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
- A variable selection procedure for econometric models (Q760747) (← links)
- Errors-in-variables in demand systems (Q760749) (← links)
- Tobit models: A survey (Q794129) (← links)
- Parameter estimation in linear multinomial models (Q804152) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- Estimating the linear regression model with categorical covariates subject to randomized response (Q959412) (← links)
- The structure matrix of (0,1)-matrices: Its rank, trace, and eigenvalues. An application to econometric models (Q1078569) (← links)
- A note on the efficiency of the Cochrane-Orcutt estimator of the AR(1) regression model (Q1093300) (← links)
- Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model (Q1103305) (← links)
- Bayesian skepticism on unit root econometrics (Q1104681) (← links)
- Geometric combination lags as flexible infinite distributed lag estimators (Q1114286) (← links)
- The prejudices of least squares, principal components and common factors schemes (Q1116594) (← links)
- An organizing principle for dynamic estimation (Q1117890) (← links)
- The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data (Q1173368) (← links)
- Pre-testing for linear restrictions in a regression model with spherically symmetric disturbances (Q1185209) (← links)
- Determining market response functions by neural network modeling: A comparison to econometric techniques (Q1207053) (← links)
- Bayes regression with autoregressive errors. A Gibbs sampling approach (Q1260673) (← links)
- Varying parameter models to accomodate dynamic promotion effects (Q1305791) (← links)
- A feasible minimum risk estimator interpretation to Stein-rule estimators in linear regression model (Q1324553) (← links)
- The dynamics of make or buy decisions (Q1333559) (← links)
- Correlation and the time interval over which the variables are measured (Q1362044) (← links)
- Estimation of regression models with nested error structure and unequal error variances under two and three stage cluster sampling (Q1373957) (← links)
- Misspecified skedastic functions in grouped-data models (Q1389734) (← links)
- AMOS -- a probability-driven, customer-oriented decision support system for target marketing of solo mailings (Q1390345) (← links)
- Combining multiple time series predictors: A useful inferential procedure (Q1400134) (← links)
- A modified generalized mixed regression estimator when disturbances are nonnormal (Q1402950) (← links)
- Computational methods for modifying seemingly unrelated regressions models. (Q1421229) (← links)
- Robustifying Glejser test of heteroskedasticity (Q1580344) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- Properties of shrinkage estimators in linear regression when disturbances are not normal (Q1838008) (← links)
- Inducing risk-neutral preferences: Further analysis of the data (Q1908001) (← links)
- Two flexible functional form approaches for approximating the Lorenz curve (Q1915471) (← links)
- Temporal and contemporaneous disaggregation of multiple economic time series (Q1969433) (← links)
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model (Q2266307) (← links)
- On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors (Q2266321) (← links)
- Different approaches to efficiency analysis. An application to the Spanish Trawl fleet operating in Moroccan waters (Q2484358) (← links)
- Comparisons among some estimators in misspecified linear models with multicollinearity (Q2641042) (← links)
- Bayesian model selection of informative hypotheses for repeated measurements (Q2654148) (← links)
- Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors (Q2655050) (← links)
- Robust confidence interval for a residual standard deviation (Q3592060) (← links)
- The asymptotic behaviour of the estimated generalized least squares method in the linear regression model (Q3668663) (← links)
- Mean square error matrix comparisons of estimators in linear regression (Q3725372) (← links)
- On a generalized stein estimator of regression coefficients (Q3792086) (← links)
- Comparisons of tests for multivariate cointegration (Q4032856) (← links)
- Double \(k\)-class estimators in regression models with non-spherical disturbances (Q5960849) (← links)