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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~person:"Abberger, Klaus"
~person:"Ohtani, Kazuhiro"
~person:"Wan, Alan T. K."
~subject:"Multiple equation model"
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Abberger, Klaus
Ohtani, Kazuhiro
Wan, Alan T. K.
Franses, Philip Hans
15
Dijk, Dick van
5
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4
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Statistical papers
Journal of economic dynamics & control
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / School of Economics, The University of New South Wales
4
Economics letters
4
Kobe University economic review
4
CoFE discussion papers
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Discussion paper / Department of Economics, University of Canterbury
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Journal of quantitative economics : official journal of the Indian Econometric Society
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The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
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Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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ECONIS (ZBW)
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On the sampling performance of an inequality pre-test estimator of the regression error variance under LINEX loss
Geng, W. J.
;
Wan, Alan T. K.
- In:
Statistical papers
41
(
2000
)
4
,
pp. 453-472
Persistent link: https://www.econbiz.de/10001523634
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2
Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
Ohtani, Kazuhiro
- In:
Statistical papers
40
(
1999
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001389131
Saved in:
3
Bayesian estimation of the linear regression model with an uncertain interval constraint on coefficients
Wan, Alan T. K.
- In:
Statistical papers
39
(
1998
)
1
,
pp. 109-118
Persistent link: https://www.econbiz.de/10001236260
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4
The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
Kurumai, Hiroko
- In:
Statistical papers
39
(
1998
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001240282
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5
Quantile smoothing in financial time series
Abberger, Klaus
- In:
Statistical papers
38
(
1997
)
2
,
pp. 125-148
Persistent link: https://www.econbiz.de/10001224253
Saved in:
6
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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