The following pages link to (Q5180195):
Displayed 36 items.
- Stochastic data envelopment analysis -- a review (Q322610) (← links)
- Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative (Q356647) (← links)
- Activist policy and macroeconomic instability (Q374723) (← links)
- Estimated elasticities from regulated and unregulated cost functions (Q374769) (← links)
- An experimental test for risk aversion (Q899786) (← links)
- Geometric combination lags as flexible infinite distributed lag estimators (Q1114286) (← links)
- Simultaneous equations estimation. Computational aspects (Q1141444) (← links)
- Joint estimation and testing for functional form and heteroskedasticity (Q1147469) (← links)
- On the concept of non-significant functions and its implications for regression analysis (Q1158708) (← links)
- Dynamic models as tools for forecasting and planning: A presentation and some methodological aspects (Q1172528) (← links)
- An integer goal programming model for hazardous waste treatment and disposal (Q1208778) (← links)
- A note on three-stage least squares estimation (Q1229545) (← links)
- Stochastic specification of production functions and economic implications (Q1246239) (← links)
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficient (Q1246240) (← links)
- Estimation and testing for functional form and autocorrelation (Q1255753) (← links)
- The dynamics of make or buy decisions (Q1333559) (← links)
- The value of private safety versus the value of public safety (Q1360234) (← links)
- OLS or GLS in the presence of specification error? An expected loss approach (Q1822188) (← links)
- Time series analysis and simultaneous equation econometric models (Q1844144) (← links)
- Unions, employment risks, and market provision of employment risk differentials (Q1893515) (← links)
- A Reinforced Randomized Block Design with Correlated Errors (Q2815354) (← links)
- Stein-rule estimator under inclusion of superfluous variables in linear regression models (Q3135345) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- Hierarchical mean and covariance structure models (Q3819843) (← links)
- Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations (Q3833469) (← links)
- THE MINIMUM DISTANCE CONSISTENT 2 SLS ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCE (Q3866991) (← links)
- A linear decision analysis model of optimal portfolio investments† (Q3938794) (← links)
- On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic (Q4019128) (← links)
- Structural inference for linear regression with autocorrelated errors (Q4066412) (← links)
- AN ASYMPTOCALLY UNBIASED TWO‐STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS (Q4076643) (← links)
- Marginal likelihood methods for distributed lag models (Q4181163) (← links)
- Dummy variables vs. category-wise models (Q5128575) (← links)
- STRUCTURAL INTEGRITY AND SAMPLE PERIOD OF MACRO‐ECONOMETRIC MODELS: A CASE STUDY (Q5181494) (← links)
- On the interplay between multiscaling and stock dependence (Q5215444) (← links)
- Application of M-Estimators to Cross-Section Effect Models (Q5697367) (← links)
- A threshold model for the spread (Q6039123) (← links)