The following pages link to (Q4170141):
Displaying 36 items.
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- Estimation of models with grouped and ungrouped data by means of ``2SLS'' (Q274900) (← links)
- Multiple partial adjustment of portfolios under rational expectations (Q373825) (← links)
- Use of the principal component method in the maximum likelihood estimation procedure of the logit model (Q374794) (← links)
- The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance (Q451426) (← links)
- Identification of a linear system from inexact data: A three-variable example (Q581972) (← links)
- Der Wert von Renditeprognosen für Anlageentscheidungen (Q791419) (← links)
- Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem (Q1058794) (← 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)
- Full and partial minimax estimation in regression analysis with additional linear constraints (Q1107934) (← links)
- The prejudices of least squares, principal components and common factors schemes (Q1116594) (← links)
- Model occurrence and model selection in panel data sets (Q1166225) (← links)
- A note on \(S^2\) in a linear regression model based on two-stage sampling data (Q1293836) (← links)
- Pre-test estimation in the linear regression model with competing restrictions (Q1338497) (← links)
- Specification tests in simultaneous equations systems (Q1341189) (← links)
- Identification and Kullback information in the GLSEM (Q1377311) (← links)
- Some further results on the efficiency of the Cochrane-Orcutt-estimator (Q1579997) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- Dropping variables versus use of proxy variables in linear regression (Q1918145) (← links)
- A note on \(S^{2}\) in a spatially correlated error components regression model for panel data (Q1934903) (← links)
- Stabilität linearer ökonometrischer Modelle. I (Q2555741) (← links)
- Approximate minimax estimation in linear regression: a simulation study (Q3471499) (← links)
- Maximum likelihood estimation for the negative multinomial log-linear model (Q3473089) (← links)
- Principal components in econometrics (Q3474033) (← links)
- Asymptotic accuracy of the Aitken-Markov estimator (Q3682353) (← links)
- Analytical uses of Kalman filtering in econometrics — A survey (Q3777293) (← links)
- Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems (Q3858100) (← links)
- Equilibrium preserving aggregation in von Neumann models (Q3947417) (← links)
- Some observations on instrumental variable methods of time-series analysis (Q4088700) (← links)
- A recursive approach to time-series analysis for multi-variable systems (Q4132077) (← links)
- Leverage and cochrane-orcutt estimation in linear regression (Q4275761) (← links)
- ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)
- Seemingly unrelated systems of econometric equations (Q5138564) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- (Q5389858) (← links)
- On the asymptotic distribution of the Moran \(I\) test stastistic with applications (Q5952952) (← links)
