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Multivariante regression models for panel data
Chamberlain, Gary - In: Annals of applied econometrics (1982) 1, pp. 5-46
Persistent link: https://www.econbiz.de/10001984730
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Formulation and estimation of dynamic models using panel data
Anderson, Theodore W.; Hsiao, Cheng - In: Annals of applied econometrics (1982) 1, pp. 47-82
Persistent link: https://www.econbiz.de/10001835841
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Bayesian analysis of optimal sample size and a best decision rule for experiments in direct load control
Aigner, Dennis J. - In: Annals of applied econometrics (1979) 1, pp. 209-221
Persistent link: https://www.econbiz.de/10001814762
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Model specification tests : a simultaneous approach
Bera, Anil K.; Jarque, Carlos M. - In: Annals of applied econometrics (1982) 3, pp. 59-82
Persistent link: https://www.econbiz.de/10001895917
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On restricted estimation in linear models
Dent, Warren T. - In: Annals of applied econometrics (1980) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10002074331
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Likelihood of a model and information criteria
Akaike, Hirotugu - In: Annals of applied econometrics 16 (1981) 1, pp. 3-14
Persistent link: https://www.econbiz.de/10001818853
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Estimation and testing in time-series regression models with heteroscestic disturbances
Cragg, J. G. - In: Annals of applied econometrics (1982) 3, pp. 135-157
Persistent link: https://www.econbiz.de/10002029220
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Some comments on maximum likelihood and partial least squares methods
Dijkstra, Theo - In: Annals of applied econometrics (1983) 2, pp. 67-90
Persistent link: https://www.econbiz.de/10002080066
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Recursive stability analysis of linear regresssion relationships : an exploratory methodology
Dufour, Jean-Marie - In: Annals of applied econometrics (1982) 2, pp. 31-76
Persistent link: https://www.econbiz.de/10002095524
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Consistent model specification test
Bierens, Herman J. - In: Annals of applied econometrics 20 (1982) 1, pp. 105-134
Persistent link: https://www.econbiz.de/10001913233