The following pages link to (Q5626055):
Displayed 50 items.
- Finite sample power of linear regression autocorrelation tests (Q582781) (← links)
- A maximum likelihood methodology for clusterwise linear regression (Q583773) (← links)
- Consistent estimation of equations with composite moving average disturbance terms (Q594525) (← links)
- Linear aggregation in cointegrated systems (Q673689) (← links)
- Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
- Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances (Q754585) (← links)
- Theoretical properties and numerical tests of an efficient nonlinear decomposition algorithm (Q755430) (← links)
- Analysis of time series subject to changes in regime (Q756894) (← links)
- On the statistical origins of the learning curve (Q759616) (← links)
- A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
- On the nonnegativity of \(XX^+\) and its relevance in econometrics (Q762872) (← links)
- A new proof for Decell's finite algorithm for generalized inverses (Q797954) (← links)
- A constrained maximum-likelihood approach to estimating switching regressions (Q811064) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- A transformation of the inequality-constrained linear model (Q913422) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- A general analysis of bias in the estimated standard errors of least squares coefficients (Q1053396) (← links)
- Unbiased determination of production technologies (Q1055144) (← links)
- Algorithms for generalized inverses (Q1057618) (← links)
- Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
- A linear negative multinomial model (Q1064682) (← links)
- The power of the Durbin-Watson test for regressions without an intercept (Q1067739) (← links)
- The statistical bias of numerically integrated statistical procedures (Q1070711) (← links)
- Reduced form estimation and prediction from uncertain structural models. A generic approach (Q1072326) (← links)
- The behavior of trust-region methods in FIML-estimation (Q1079317) (← links)
- The three-dimensional global properties of the minflex Laurent, generalized Leontief, and translog flexible functional forms (Q1083989) (← links)
- The minflex-Laurent translog flexible functional form (Q1083990) (← links)
- Model selection for forecasting (Q1086969) (← links)
- How many bits of information does an independent variable yield in a multiple regression? (Q1094015) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- On D-optimal designs for binary data (Q1094050) (← links)
- Stochastic specification and estimation of share equation systems (Q1094072) (← links)
- Linear spatial interpolation: Analysis with an application to San Joaquin Valley (Q1111889) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments (Q1117662) (← links)
- The information tableau of a linear allocation model (Q1119154) (← links)
- The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
- Testing inequality constraints in linear econometric models (Q1124258) (← links)
- An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss (Q1124989) (← links)
- Stochastic production frontiers and panel data: A latent variable framework (Q1129997) (← links)
- A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters (Q1132732) (← links)
- On restricted estimation in linear models (Q1137840) (← links)
- Estimating the autocorrelated error model with trended data (Q1138871) (← links)
- Economies as distributions: Implications for aggregation and stability (Q1140031) (← links)
- On typical characteristics of economic time series and the relative qualities of five autocorrelation tests (Q1140952) (← links)
- Maximum likelihood estimation of econometric frontier functions (Q1141445) (← links)
- Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance (Q1143732) (← links)
- A comparison of estimators for undersized samples (Q1145464) (← links)
- On the control of structural models (Q1149411) (← links)