The following pages link to (Q5801713):
Displaying 50 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Origins of the limited information maximum likelihood and two-stage least squares estimators (Q262789) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- Instrumental values (Q280227) (← links)
- Exogeneity in structural equation models (Q291716) (← links)
- Reduced rank regression for blocks of simultaneous equations (Q291844) (← links)
- Generalized maximum entropy analysis of the linear simultaneous equations model (Q296445) (← links)
- Identifiability of diagnostic classification models (Q316714) (← links)
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- The ontological status of shocks and trends in macroeconomics (Q516204) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Comparing IV with structural models: what simple IV can and cannot identify (Q530913) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Adverse selection, moral hazard and the demand for Medigap insurance (Q894637) (← links)
- Consumer buying dynamics for a single commodity using flow and stock utilities and a principle of minimum total utility imbalance (Q916553) (← links)
- Identifiability of parameters in latent structure models with many observed variables (Q1043732) (← links)
- Global identification of the semiparametric Box-Cox model (Q1046208) (← links)
- A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients (Q1059953) (← links)
- Identification of linear stochastic models with covariance restrictions (Q1077122) (← links)
- Multiperiodicity and irregularity in growth cycles: a continuous model of monetary attractors (Q1104841) (← links)
- Identification, information and instruments in linear econometric models with rational expectations (Q1118317) (← links)
- Bayesian reduced rank regression in econometrics (Q1126468) (← links)
- Identification of rational expectations models (Q1166232) (← links)
- A new class of limited-information estimators for simultaneous equation systems (Q1214232) (← links)
- Asymptotic properties of dynamic stochastic parameter estimates. III (Q1218709) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Equivalence classes of functions of finite Markov chains (Q1225423) (← links)
- Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I (Q1231371) (← links)
- Identification of simultaneous equation models with measurement error (Q1233291) (← links)
- On univariate time series methods and simultaneous equation econometric models (Q1236861) (← links)
- Least squares and stochastic difference equations (Q1237343) (← links)
- Differencing of random walks and near random walks (Q1243566) (← links)
- On the impact of the tests for serial correlation upon the test of significance for the regression coefficient (Q1246240) (← links)
- First-order identification in linear models (Q1250671) (← links)
- The exact moments of the least squares estimator for the autoregressive model (Q1252692) (← links)
- On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models (Q1259131) (← links)
- Estimation of an autoregressive semiparametric model with exogenous variables (Q1299534) (← links)
- Tensor methods for full-information maximum likelihood estimation: Unconstrained estimation (Q1342438) (← links)
- A. C. Aitken and the consolidation of matrix theory (Q1369281) (← links)
- The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches (Q1377312) (← links)
- Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case (Q1377314) (← links)
- Choice between opportunity sets: A characterization of welfarist behaviour (Q1377495) (← links)
- Using a likelihood perspective to sharpen econometric discourse: Three examples (Q1574225) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- A method for agent-based models validation (Q1655690) (← links)
- Median-based estimation of dynamic panel models with fixed effects (Q1658177) (← links)
- The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
- Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters (Q1838257) (← links)
- Time series analysis and simultaneous equation econometric models (Q1844144) (← links)
