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Robust tests for normality of errors in regression models
Önder, A. Özlem; Zaman, Asad - In: Economics letters 86 (2005) 1, pp. 63-68
Persistent link: https://www.econbiz.de/10002516250
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Covariate measurement and endogeneity
Millimet, Daniel L. - In: Economics letters 136 (2015), pp. 59-63
Persistent link: https://www.econbiz.de/10011435826
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The coefficient of the whole is an average of the coefficients of its parts : a special case of restricted least squares
Kee, Hiau Looi - In: Economics letters 104 (2009) 3, pp. 136-139
Persistent link: https://www.econbiz.de/10003870110
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Almost unbiased variance estimation in linear regressions with many covariates
Anatolyev, Stanislav - In: Economics letters 169 (2018), pp. 20-23
Persistent link: https://www.econbiz.de/10012019507
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A convenient omitted variable bias formula for treatment effect models
Clarke, Damian - In: Economics letters 174 (2019), pp. 84-88
Persistent link: https://www.econbiz.de/10012121031
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Feasible generalized least squares using support vector regression
Miller, Steve; Startz, Richard - In: Economics letters 175 (2019), pp. 28-31
Persistent link: https://www.econbiz.de/10012121118
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Complete subset least squares support vector regression
Qiu, Yue - In: Economics letters 200 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012606827
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Sheep in wolf's clothing : using the least squares criterion for quantile estimation
Chen, Heng - In: Economics letters 125 (2014) 3, pp. 426-431
Persistent link: https://www.econbiz.de/10010506524
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Structural change estimation in time series regressions with endogenous variables
Qian, Junhui; Su, Liangjun - In: Economics letters 125 (2014) 3, pp. 415-421
Persistent link: https://www.econbiz.de/10010506531
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Choices between OLS with robust inference and feasible GLS in time series regressions
Baillie, Richard; Kim, Kun Ho - In: Economics letters 171 (2018), pp. 218-221
Persistent link: https://www.econbiz.de/10012021807