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[Rezension von: Granger, Clive W. J. ..., Modelling nonlinear economic relationships]
Campos, Julia - In: Econometric reviews 17 (1998) 1, pp. 105-108
Persistent link: https://www.econbiz.de/10001349662
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An efficient algorithm to compute maximum entropy densities
Ormoneit, Dirk; White, Halbert - In: Econometric reviews 18 (1999) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10001371091
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Partially adaptive estimation of nonlinear models via a normal mixture
Phillips, Robert F. - In: Econometric reviews 18 (1999) 2, pp. 141-167
Persistent link: https://www.econbiz.de/10001371094
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Selection of biasing parameters in adaptive ridge regression estimators
Tracy, Derrick S. - In: Econometric reviews 11 (1992) 3, pp. 367-377
Persistent link: https://www.econbiz.de/10001133928
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A note on F statistics for instrumental variable regressions
Godfrey, L. G. - In: Econometric reviews 11 (1992) 3, pp. 329-336
Persistent link: https://www.econbiz.de/10001133931
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Amemiya's generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
Lee, Lung-fei - In: Econometric reviews 11 (1992) 3, pp. 319-328
Persistent link: https://www.econbiz.de/10001133933
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Testing the Lucas critique : a review
Favero, Carlo A. - In: Econometric reviews 11 (1992) 3, pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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A comparison of some robust, adaptive, and partially adaptive estimators of regression models
McDonald, James B. - In: Econometric reviews 12 (1993) 1, pp. 103-124
Persistent link: https://www.econbiz.de/10001141848
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An empirical investigation of the Box-Cox model and a nonlinear least squares alternative
Berndt, Ernst R. - In: Econometric reviews 12 (1993) 1, pp. 65-102
Persistent link: https://www.econbiz.de/10001141850
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An introduction to econometric applications of empirical process theory for dependent random variables
Andrews, Donald W. K. - In: Econometric reviews 12 (1993) 2, pp. 183-216
Persistent link: https://www.econbiz.de/10001144882