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Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version)

Nijman, Theo; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1992

Persistent link: https://www.econbiz.de/10011090363

Generalized least squares estimation of linear models containing rational future expectations

Nijman, Theo; Palm, F.C. - Tilburg University, Center for Economic Research - 1989

Persistent link: https://www.econbiz.de/10011090509

The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data

Nijman, Theo; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1989

Persistent link: https://www.econbiz.de/10011090534

On the Harm that Pretesting Does

Magnus, Jan R.; Danilov, D.L. - Tilburg University, Center for Economic Research - 2001

unconditional moments of the pretest estimator, taking full account of the fact that model selection and estimation are an …

Persistent link: https://www.econbiz.de/10011090601

Empirical tests of a simple pricing model for sugar futures

Nijman, Theo; Beetsma, R.M.W.J. - Tilburg University, Center for Economic Research - 1990

Persistent link: https://www.econbiz.de/10011090868

Simple estimators for dynamic panel data models with errors in variables

Wansbeek, T.J.; Kapteyn, A.J. - Tilburg University, Center for Economic Research - 1989

Persistent link: https://www.econbiz.de/10011090890

Testing for selectivity bias in panel data models

Nijman, Theo; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1990

Persistent link: https://www.econbiz.de/10011090994

The joint estimation of a non-linear labour supply function and a wage equation using simulated response probabilities

Bloemen, H.G.; Kapteyn, A.J. - Tilburg University, Center for Economic Research - 1992

Persistent link: https://www.econbiz.de/10011091170

Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

Magnus, Jan R.; Danilov, D.L. - Tilburg University, Center for Economic Research - 2002

We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this...

Persistent link: https://www.econbiz.de/10011091541