Testing the autocorrelation structure of disturbances in ordinary least squares and instrumental varibales regressions
Year of publication: |
1992
|
---|---|
Authors: | Cumby, Robert |
Other Persons: | Huizinga, John (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 60.1992, 1, p. 185-195
|
Subject: | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Theorie | Theory |
-
Maximum likelihood estimation of order restricted parameters : a Bayesian approach
Robert, Christian P., (1994)
-
The multivariate student t model in robust inference and data analysis
Breusch, Trevor S., (1993)
-
Split sample instrumental variables
Angrist, Joshua D., (1994)
- More ...
-
The predictability of real exchange rate changes in the short and long run
Cumby, Robert, (1990)
-
The predictability of real exchange rate changes in the short and long run
Cumby, Robert, (1991)
-
Cumby, Robert, (1992)
- More ...