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subject:"Capital income"
subject:"Estimation"
~institution:"University of New England / Department of Econometrics"
~subject:"Autokorrelation"
~subject:"Stochastic process"
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A simple least squares covariance estimator, consistent for autocorrelated error models
Doran, Howard E.
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1998
Persistent link: https://www.econbiz.de/10000991267
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2
Applying linear time-varying constraints to econometric models : an application of the Kalman filter
Doran, Howard E.
;
Rambaldi, Alicia N.
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1995
Persistent link: https://www.econbiz.de/10000923028
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3
Maximum likelihood estimation of household equivalence scales from an extended linear expenditure system : application to the 1988 Australian household expenditure survey
Griffiths, William E.
;
Valenzuela, Maria Rebecca J.
-
1995
Persistent link: https://www.econbiz.de/10000924268
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