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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~subject:"Money supply"
~subject:"Zeitreihenanalyse"
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Statistical papers
CORE discussion paper : DP
Journal of quantitative economics : official journal of the Indian Econometric Society
Journal of econometrics
629
Economics letters
459
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388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Annales d'économie et de statistique
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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91
Empirical Bayes approximations to MELO estimators for ratios of multiple regression coefficients
Singh, Radhey S.
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
2
,
pp. 43-56
Persistent link: https://www.econbiz.de/10001227448
Saved in:
92
Consistency and asymptotic unbiasedness of S2 in the serially correlated error components regression model for panel data
Song, Seuck-heun
- In:
Statistical papers
37
(
1996
)
3
,
pp. 267-275
Persistent link: https://www.econbiz.de/10001204327
Saved in:
93
Ordinary least squares and Stein-rule predictions in regression models under inclusion of some superfluous variables
Srivastava, Virendra K.
- In:
Statistical papers
37
(
1996
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001204328
Saved in:
94
Stationary persistent time series misspecified as nonstationary ARIMA
Crato, Nuno
- In:
Statistical papers
37
(
1996
)
3
,
pp. 215-223
Persistent link: https://www.econbiz.de/10001204329
Saved in:
95
Panel data regression for counts
Brännäs, Kurt
- In:
Statistical papers
37
(
1996
)
3
,
pp. 191-213
Persistent link: https://www.econbiz.de/10001204330
Saved in:
96
A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic
Meaux, Lauri M.
- In:
Statistical papers
37
(
1996
)
4
,
pp. 375-382
Persistent link: https://www.econbiz.de/10001209839
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97
A non standard chi 2 test of fit for testing uniformity with unknown limits
Krumbholz, Wolf
- In:
Statistical papers
37
(
1996
)
4
,
pp. 365-373
Persistent link: https://www.econbiz.de/10001209840
Saved in:
98
The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables
Ohtani, Kazuhiro
- In:
Statistical papers
37
(
1996
)
4
,
pp. 323-342
Persistent link: https://www.econbiz.de/10001209842
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99
A closer examination on some parametric alternatives to the ANOVA F-test
DeBeuckelaer, Alain
- In:
Statistical papers
37
(
1996
)
4
,
pp. 291-305
Persistent link: https://www.econbiz.de/10001209844
Saved in:
100
On regression method for estimating a populatio proportion
Naik, V. D.
- In:
Statistical papers
37
(
1996
)
1
,
pp. 85-92
Persistent link: https://www.econbiz.de/10001197450
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