The following pages link to (Q4166110):
Displayed 39 items.
- Continuous time vs. backward induction (Q672679) (← links)
- From association to causation via regression (Q679036) (← links)
- Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
- Tobit models: A survey (Q794129) (← links)
- An extension of a standard test for heteroskedasticity to a systems framework (Q794130) (← links)
- Serial correlation estimation through the imprecise goal programming model (Q857325) (← links)
- The linear minimax estimator of stochastic regression coefficients and parameters under quadrat\-ic loss function (Q870319) (← links)
- Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons (Q1082770) (← links)
- Model selection for forecasting (Q1086969) (← links)
- Delphic hierarchy process (DHP): A methodology for priority setting derived from the Delphi method and analytical hierarchy process (Q1107437) (← links)
- Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments (Q1117662) (← links)
- A model for non-negative and non-positive distributed lag functions (Q1157090) (← links)
- Synthesis or selection of forecasting models (Q1158719) (← links)
- Effects of misspecification of lag structure in certain two-variable distributed lag models (Q1192161) (← links)
- Approximate maximum likelihood estimation in linear regression (Q1260703) (← links)
- Bayesian analysis in econometrics (Q1262067) (← links)
- Scaling units via the canonical correlation analysis in the DEA context (Q1278149) (← links)
- Testing for measurement errors in expectations from survey data (Q1318670) (← links)
- Limit theorems for change in linear regression (Q1323141) (← links)
- Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models (Q1327961) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- The dynamics of make or buy decisions (Q1333559) (← links)
- Minimum leaching scheduling of nitrogen fertilization and irrigation (Q1337310) (← links)
- Parameter estimation in regression models with errors in the vairables and autocorrelated disturbances (Q1341194) (← links)
- Vector attenuation bias in the classical errors-in-variables model (Q1352219) (← links)
- The persistence in volatility of the US term premium 1970--1986 (Q1352231) (← links)
- A note on global optimization in adaptive control, econometrics and macroeconomics. (Q1605221) (← links)
- DEA and the discriminant analysis of ratios for ranking units (Q1806858) (← links)
- OLS or GLS in the presence of specification error? An expected loss approach (Q1822188) (← links)
- Distribution-function-based bivariate quantiles. (Q1867144) (← links)
- Causalities of the Taiwan stock market (Q1873976) (← links)
- On theory testing in econometrics. Modeling with nonexperimental data (Q1893411) (← links)
- Empirical comparison of some regression and regression-type strategies (Q1907864) (← links)
- Dropping variables versus use of proxy variables in linear regression (Q1918145) (← links)
- Learning about monetary regime shifts in an overlapping wage contract model (Q2366871) (← links)
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
- Estimators for the Time of Change in Linear Models (Q4344164) (← links)
- Testing the equivalence of multiple regression models with additional data (Q4359663) (← links)
- Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables (Q4695799) (← links)