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A comparison of alternative estimators for simultaneous equations
Chow, Gregory C. - In: Econometrica : journal of the Econometric Society, an … 32 (1964) 4, pp. 532-553
Persistent link: https://www.econbiz.de/10001998021
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Factor analysis and regression
Scott jr., John T. - In: Econometrica : journal of the Econometric Society, an … 34 (1966) 3, pp. 552-561
Persistent link: https://www.econbiz.de/10002783621
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Asymptotics for statistical treatment rules
Hirano, Keisuke; Porter, Jack - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1683-1701
Persistent link: https://www.econbiz.de/10003914950
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Estimation of a distributed lag model under quadratic loss
Trivedi, P. K. - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 5, pp. 1181-1192
Persistent link: https://www.econbiz.de/10002940244
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Comparative statics, informativeness, and the interval dominance order
Quah, John K.-H.; Strulovici, Bruno - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 1949-1992
Persistent link: https://www.econbiz.de/10003943452
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Discrete parameter variation, efficient estimation of a switching regression model
Kiefer, Nicholas M. - In: Econometrica : journal of the Econometric Society, an … 46 (1978) 2, pp. 427-434
Persistent link: https://www.econbiz.de/10002217591
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Testing a subset of the overidentifying restrictions
Kadane, Joseph B. - In: Econometrica : journal of the Econometric Society, an … 42 (1974) 5, pp. 853-867
Persistent link: https://www.econbiz.de/10002184033
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Testing for the independence of regression disturbances
Kadiyala, Koteswara Rao - In: Econometrica : journal of the Econometric Society, an … 38 (1970) 1, pp. 97-117
Persistent link: https://www.econbiz.de/10002195039
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The robustness of some standard tests for autocorrelation and heteroskedasticity when both problems are present
Epps, Thomas W.; Epps, Mary Lee - In: Econometrica : journal of the Econometric Society, an … 45 (1977) 3, pp. 745-753
Persistent link: https://www.econbiz.de/10002124324
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The estimation of simultaneous equation models with lagged endogenous variables and first order serially correlated errors
Fair, Ray C. - In: Econometrica : journal of the Econometric Society, an … 38 (1970) 3, pp. 507-516
Persistent link: https://www.econbiz.de/10002131008