The following pages link to G. S. Maddala (Q674065):
Displaying 30 items.
- New small sample estimators for cointegration regression: low-pass spectral filter method (Q674067) (← links)
- A note on the estimation of limited dependent variable models under rational expectations (Q1193002) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Structural change and unit roots (Q1909372) (← links)
- (Q3042260) (← links)
- Methods of Estimation for Models of Markets with Bounded Price Variation (Q3668703) (← links)
- The Common Structure of Tests for Selectivity Bias, Serial Correlation, Heteroscedasticity and Non-Normality in the Tobit Model (Q3683400) (← links)
- (Q3740102) (← links)
- Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity (Q3875185) (← links)
- (Q3943884) (← links)
- On the Exact Small Sample Distribution of the Instrumental Variable Estimator (Q4006262) (← links)
- Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models (Q4042594) (← links)
- Weak Priors and Sharp Posteriors in Simultaneous Equation Models (Q4115964) (← links)
- Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Comment (Q4120022) (← links)
- Constraints Often Overlooked in Analyses of Simultaneous Equation Models: A Rejoinder (Q4120023) (← links)
- (Q4166110) (← links)
- (Q4214052) (← links)
- (Q4214065) (← links)
- (Q4251761) (← links)
- (Q4407805) (← links)
- Modeling Technology as a Dynamic Error Components Process: The Case of the Inter‐country Agricultural Production Function (Q4414354) (← links)
- (Q4518958) (← links)
- Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models (Q4769863) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Unit Roots, Cointegration, and Structural Change (Q4951128) (← links)
- A Function for Size Distribution of Incomes (Q5302351) (← links)
- Generalized Least Squares with an Estimated Variance Covariance Matrix (Q5618186) (← links)
- Simultaneous Estimation Methods for Large- and Medium-size Econometric Models (Q5626395) (← links)
- The Likelihood Approach to Pooling Cross-Section and Time-Series Data (Q5657571) (← links)
- Maximum Likelihood Methods for Models of Markets in Disequilibrium (Q5966785) (← links)
