The following pages link to (Q4042591):
Displaying 34 items.
- A dual estimator as a tool for solving regression problems (Q367221) (← links)
- Non-linear least squares estimation under nonlinear equality constraints (Q374862) (← links)
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
- On the efficient estimation of simultaneous equations with covariance restrictions (Q583806) (← links)
- Approximate minimax estimators in the simultaneous equations model (Q689388) (← links)
- Simultaneous equations with covariance restrictions (Q909403) (← links)
- Multivariate regression models for panel data (Q1050065) (← links)
- Testing for separable functional structure using temporary equilibrium models (Q1085028) (← links)
- The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
- Structural time series modeling: A Bayesian approach (Q1095558) (← links)
- Efficient estimation of limited dependent variable models with endogenous explanatory variables (Q1097623) (← links)
- Identification, information and instruments in linear econometric models with rational expectations (Q1118317) (← links)
- Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
- Further experience in Bayesian analysis using Monte Carlo integration (Q1154774) (← links)
- A model for non-negative and non-positive distributed lag functions (Q1157090) (← links)
- Errors in variables in simultaneous equation models (Q1236863) (← links)
- Minimax adjustment technique and fuzzy information (Q1300816) (← links)
- On the use of constraints in least squares estimation and control (Q1614351) (← links)
- DSGE pileups (Q1655666) (← links)
- Inference in dynamic models containing 'surprise' variables (Q1822190) (← links)
- Restrictions on variables (Q1836263) (← links)
- Local identifiability of the factor analysis and measurement error model parameter (Q1907606) (← links)
- Minimax adjustment technique in a parameter restricted linear model (Q1914891) (← links)
- On the use of repeated measurement errors in linear regression models (Q2044770) (← links)
- Bayesian inference for generalized linear model with linear inequality constraints (Q2242154) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- Testable implications of affine term structure models (Q2511782) (← links)
- A linear decision analysis model of optimal portfolio investments† (Q3938794) (← links)
- Identification with latent variables (Q3985468) (← links)
- Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables (Q4031298) (← links)
- Constrained quantile regression and heteroskedasticity (Q5078825) (← links)
- POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM <i>χ</i><sup>2</sup> APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL (Q5187628) (← links)
- Econometric tests of rationality and market efficiency (Q5750316) (← links)
