The following pages link to (Q5626055):
Displaying 50 items.
- Measuring school segregation (Q61268) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- Multilateral aggregation-theoretic monetary aggregation over heterogeneous countries (Q278267) (← links)
- On the uniqueness of optimal prices set by monopolistic sellers (Q289165) (← links)
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- General instrumental variables estimation under stochastic linear restrictions (Q356641) (← links)
- A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
- On the consequences of trend for simultaneous equation estimation (Q374884) (← links)
- On double \(k\)-class estimators of coefficients in linear regression (Q374946) (← links)
- A simplified method of calculating the distribution free Cox test (Q375108) (← links)
- Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances (Q394450) (← links)
- Identification and estimation of econometric models with group interactions, contextual factors and fixed effects (Q451239) (← links)
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Using large data sets to forecast sectoral employment (Q520398) (← links)
- Comparisons of estimators for regression coefficient in a misspecified linear model with elliptically contoured errors (Q530389) (← links)
- 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)
- Benchmarked estimates in small areas using linear mixed models with restrictions (Q619109) (← links)
- Missing data in value-added modeling of teacher effects (Q641131) (← links)
- A general multivariate chain ladder model (Q661202) (← links)
- Linear aggregation in cointegrated systems (Q673689) (← links)
- Conditions for the numerical equality of the OLS, GLS and Amemiya-Cragg estimators (Q694960) (← links)
- Mean squared error of James-Stein estimators for measurement error models (Q712547) (← links)
- Transformation of variables and the condition number in ridge estimation (Q722746) (← 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)
- Stein-rule least squares estimation: A heuristic for fallible data (Q899740) (← links)
- An aspect of the Wald test for linear restrictions in the seemingly unrelated regressions model (Q899744) (← links)
- A simplified method of calculating the score test for serial correlation in multivariate models (Q899820) (← links)
- Asymptotic distribution of least squares estimator and a test statistic in linear regression models (Q899824) (← links)
- The exact initial covariance matrix of the state vector of a general \(MA(q)\) process (Q899861) (← links)
- Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (Q899876) (← links)
- Some asymptotic theory for the bootstrap in econometric models (Q900060) (← links)
- Quasi-rational expectations (Q902669) (← links)
- A transformation of the inequality-constrained linear model (Q913422) (← links)
- Operational identification of the complete class of superlative index numbers: An application of Galois theory (Q924923) (← links)
- Recursive estimation in econometrics (Q956735) (← links)
- Testing homogeneity of variance or expected value in sequence of independent normal distribu\-tions (Q970474) (← links)
- Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model (Q1002543) (← links)
