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Seasonal integration and cointegration
Hylleberg, Svend (contributor)
Persistent link: https://www.econbiz.de/10001274635
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An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
Judge, George G.
Persistent link: https://www.econbiz.de/10001274636
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Bootstrapping improved estimators for linear regression models
Brownstone, David
Persistent link: https://www.econbiz.de/10001274637
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Reasonable extreme-bounds analysis
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001274638
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Least absolute error estimation in the presence of serial correlation
Weiss, Andrew A.
Persistent link: https://www.econbiz.de/10001274639
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Bounded-influence estimators for the Tobit model
Peracchi, Franco
Persistent link: https://www.econbiz.de/10001274640
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The simultaneous-equations model revisited : statistical adequacy and identification
Spanos, Aris
Persistent link: https://www.econbiz.de/10001274641
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How to live with misspecification if you must
Maasoumi, Esfandiar
Persistent link: https://www.econbiz.de/10001274642
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A unified approach to estimation and orthogonality tests in linear single-equation econometric models
Pesaran, M. Hashem - 1990
Persistent link: https://www.econbiz.de/10001274643
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Simultaneous equations with covariance restrictions
Rothenberg, Thomas J.
Persistent link: https://www.econbiz.de/10001274644