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A generalized moments estimator for the autoregressive parameter in a spatial model
Kelejian, Harry H.; Prucha, Ingmar R. - In: International economic review 40 (1999) 2, pp. 509-533
Persistent link: https://www.econbiz.de/10001374345
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A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model
Kelejian, Harry H.; Prucha, Ingmar R. - In: International economic review 40 (1999) 2, pp. 509
Persistent link: https://www.econbiz.de/10006049544
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The estimation of Cobb-Douglas type functions with multiplicative and additive errors : a further analysis
Kelejian, Harry H. - In: International economic review 13 (1972) 1, pp. 179-182
Persistent link: https://www.econbiz.de/10002193917
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Maximum likelihood and instrumental variable estimation in simultaneous equation systems with error components
Prucha, Ingmar R. - In: International economic review 26 (1985) 2, pp. 491-506
Persistent link: https://www.econbiz.de/10002675844
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Inference in random coefficient panel data models : a correction and clarification of the literature
Kelejian, Harry H.; Stephan, Scott W. - In: International economic review 24 (1983) 1, pp. 249-254
Persistent link: https://www.econbiz.de/10002193975
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A stochastic control approach to factor demand
Bitros, George C.; Kelejian, Harry H. - In: International economic review 17 (1976) 3, pp. 701-717
Persistent link: https://www.econbiz.de/10001918133