The following pages link to (Q5618867):
Displayed 12 items.
- Goodness-of-fit in the seemingly unrelated regressions model. A generalization (Q599468) (← links)
- Fitting differential equation models to observed economic data - I. Quasilinearization (Q1133993) (← links)
- Identification of simultaneous equation models with measurement error (Q1233291) (← links)
- Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
- Asymptotic least-squares estimation efficiency considerations and applications (Q3197179) (← links)
- THE MINIMUM DISTANCE CONSISTENT 2 SLS ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCE (Q3866991) (← links)
- Identifiability of a simultaneous equations model of economy: a structural view (Q3986100) (← links)
- AN ASYMPTOCALLY UNBIASED TWO‐STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS (Q4076643) (← links)
- Good ridge estimators based on prior information (Q4110472) (← links)
- Identification in statistical inference (Q4134699) (← links)
- Robust regression estimators compared via monte carlo (Q4158341) (← links)
- On a simple transformation for second‐order autocorrelated disturbances in regression analysis (Q5674253) (← links)