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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Economics letters"
~person:"King, Maxwell L."
~person:"Kohn, Robert"
~person:"Wooldridge, Jeffrey M."
~subject:"Zeitreihenanalyse"
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King, Maxwell L.
Kohn, Robert
Wooldridge, Jeffrey M.
Franses, Philip Hans
10
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8
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7
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7
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3
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Economics letters
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19
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12
Working paper / Department of Econometrics and Business Statistics, Monash University
9
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6
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5
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
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ECONIS (ZBW)
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1
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
Wooldridge, Jeffrey M.
- In:
Economics letters
68
(
2000
)
3
,
pp. 245-250
Persistent link: https://www.econbiz.de/10001499209
Saved in:
2
Modified Wald test for regression disturbances
Laskar, Mizan R.
- In:
Economics letters
56
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001226471
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3
On two stage least squares estimation of the average treatment effect in a random coefficient model
Wooldridge, Jeffrey M.
- In:
Economics letters
56
(
1997
)
2
,
pp. 129-133
Persistent link: https://www.econbiz.de/10001232400
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4
Small-sample power of tests for inequality restrictions : the case of quarter-dependent regression errors
Wu, Ping X.
- In:
Economics letters
52
(
1996
)
2
,
pp. 121-127
Persistent link: https://www.econbiz.de/10001208415
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5
A simple test for the consistency of dynamic linear regression in rational distributed lag models
MacClain, Katherine Tara
- In:
Economics letters
48
(
1995
)
3
,
pp. 235-240
Persistent link: https://www.econbiz.de/10001184872
Saved in:
6
A note on computing r-squared and adjusted r-squared for trending and seasonal data
Wooldridge, Jeffrey M.
- In:
Economics letters
36
(
1991
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001104842
Saved in:
7
The locally unbiased two-sided Durbin-Watson test
Grose, Simone D.
- In:
Economics letters
35
(
1991
)
4
,
pp. 401-407
Persistent link: https://www.econbiz.de/10001105637
Saved in:
8
A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model
Wooldridge, Jeffrey M.
- In:
Economics letters
31
(
1989
)
3
,
pp. 239-243
Persistent link: https://www.econbiz.de/10001076302
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