The following pages link to (Q4403226):
Displaying 50 items.
- Efficient minimum distance estimator for quantile regression fixed effects panel data (Q476212) (← links)
- The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802) (← links)
- On the efficient estimation of simultaneous equations with covariance restrictions (Q583806) (← links)
- A new look at the relationship between time-series and structural econometric models (Q585637) (← links)
- The concentration ellipsoid of a random vector (Q600191) (← links)
- Stochastic identification and digital control of a heat exchanger: a simulation test case (Q793690) (← links)
- The jackknife and regression with \(AR(1)\) errors (Q900085) (← links)
- Simultaneous equations with covariance restrictions (Q909403) (← links)
- Methods to estimate dynamic stochastic general equilibrium models (Q1027381) (← links)
- Multivariate regression models for panel data (Q1050065) (← links)
- Is the prediction error of a regression model white? (Q1052027) (← links)
- Predictors for the first-order autoregressive process (Q1055137) (← links)
- The sampling distributions of the predictor for an autoregressive model under misspecifications (Q1066595) (← links)
- The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
- Stochastic specification and estimation of share equation systems (Q1094072) (← links)
- The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
- The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors (Q1145463) (← links)
- Inference in some disaggregated models with special covariance structure (Q1158723) (← links)
- On the efficiency of the Cochrane-Orcutt estimator (Q1166224) (← links)
- Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression (Q1168683) (← links)
- On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
- A new class of limited-information estimators for simultaneous equation systems (Q1214232) (← links)
- The small sample bias of Durbin's tests for serial correlation when one of the regressors is the lagged dependent variable and the null hypothesis is true (Q1218703) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- A study of multiple-output production functions: Klein's railroad study revisited (Q1229148) (← links)
- Identification of simultaneous equation models with measurement error (Q1233291) (← links)
- An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513) (← links)
- Nonlinear models of analysis of variance (Q1246988) (← links)
- Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model (Q1247718) (← links)
- On the efficient estimation methods for the macro-economic models nonlinear in variables (Q1249409) (← links)
- Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II (Q1251045) (← links)
- Modeling the price side of econometric models. An analysis of the underlying hypotheses (Q1254004) (← links)
- The sampling distribution of forecasts from a first-order autoregression (Q1255748) (← links)
- On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models (Q1259131) (← links)
- Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
- The translog function and the substitution of equipment, structures, and labor in U. S. manufacturing 1929 - 68 (Q1393345) (← links)
- A Berry-Esseen bound for least squares error variance estimators of regression parameters (Q1567710) (← links)
- Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
- Approximate solution methods for linear stochastic difference equations (Q1838770) (← links)
- Efficient estimation of models with composite disturbance terms (Q1844043) (← links)
- The problem of identification in finite parameter continuous time models (Q1844181) (← links)
- The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems (Q1845606) (← links)
- GMM tests for the Katz family of distributions (Q1869069) (← links)
- On the confluent approach in regression analysis. (Q1975042) (← links)
- Tax vs. debt management under entitlement spending: a multicountry study (Q2002444) (← links)
- Limit laws of a sequence determined by a random difference equation governing a one-compartment system (Q2550945) (← links)
- Exploring New Models for Population Prediction in Detecting Demographic Phase Change for Sparse Census Data (Q3168526) (← links)
- Errors in variables: consistent adjusted least squares (cals) estimation (Q3345623) (← links)
- Standard and robust orthogonal regression (Q3471537) (← links)
- Some further aspects of the löwner-ordering antitonicity of the moore-penrose inverse (Q3489123) (← links)
