Pages that link to "Item:Q3876878"
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The following pages link to The Effect of the First Observation in Regression Models with First-Order Autoregressive Disturbances (Q3876878):
Displaying 10 items.
- Predictable returns and asset allocation: should a skeptical investor time the market? (Q301975) (← links)
- Estimating coefficients of two-phase linear regression model with autocorrelated errors (Q689486) (← links)
- On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances (Q1059978) (← links)
- New evidence on the small properties of estimators of SUR models with autocorrelated disturbances (Q1138327) (← links)
- Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances (Q1880279) (← links)
- What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio (Q2346017) (← links)
- FIML estimation of dynamic econometric systems from inconsistent data (Q3675389) (← links)
- Linear estimation of the regression model with ARMA disturbances: a simulation study (Q4387663) (← links)
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)
- Bayesian reconciliation of return predictability (Q6645244) (← links)
