Pages that link to "Item:Q4551771"

The following pages link to Notation in econometrics: a proposal for a standard (Q4551771):

Displaying 20 items.

• A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
• Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
• Sensitivity of GLS estimators in random effects models (Q962219) (← links)
• Fungible weights in multiple regression (Q998841) (← links)
• Testing for neglected nonlinearity in regression models based on the theory of random fields (Q1871563) (← links)
• Variable selection In regression models using global sensitivity analysis (Q2046061) (← links)
• On the harm that ignoring pretesting can cause (Q2439088) (← links)
• Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
• Consistent variable selection in large panels when factors are observable (Q2489495) (← links)
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• Estimation of the mean of a univariate normal distribution when the variance is not known (Q3367404) (← links)
• Local sensitivity and diagnostic tests (Q3594917) (← links)
• Estimation of the mean of a univariate normal distribution with known variance (Q4551781) (← links)
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (Q4653561) (← links)
• Seemingly unrelated systems of econometric equations (Q5138564) (← links)
• Focused information criterion for locally misspecified vector autoregressive models (Q5860943) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
• Fixed T dynamic panel data estimators with multifactor errors (Q5862505) (← links)
• GARCH density and functional forecasts (Q6108262) (← links)
• Pseudo Panel Data Models With Cohort Interactive Effects (Q6623160) (← links)