Narrow search
Showing 1 - 10 of 12
Cover Image
The sensitivity of OLS when the variance matrix is (partially) unknown
Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 92 (1999) 2, pp. 295-323
Persistent link: https://www.econbiz.de/10001400172
Cover Image
Impulse response and forecast error variance asymptotics in nonstationary VARs
Phillips, Peter C. B. - In: Journal of econometrics 83 (1998) 1, pp. 21-56
Persistent link: https://www.econbiz.de/10001336953
Cover Image
Higher-order approximations for frequency domain time series regression
Xiao, Zhijie - In: Journal of econometrics 86 (1998) 2, pp. 297-336
Persistent link: https://www.econbiz.de/10001243484
Cover Image
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
Chao, John C. - In: Journal of econometrics 87 (1998) 1, pp. 49-86
Persistent link: https://www.econbiz.de/10001248306
Cover Image
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Magnus, Jan R. - In: Journal of econometrics 42 (1989) 2, pp. 157-179
Persistent link: https://www.econbiz.de/10001071077
Cover Image
Conditional and unconditional statistical independence
Phillips, Peter C. B. - In: Journal of econometrics 3 (1988), pp. 341-348
Persistent link: https://www.econbiz.de/10001046321
Cover Image
A simultaneous estimation and variable selection rule
Golan, Amos - In: Journal of econometrics 101 (2001) 1, pp. 165-193
Persistent link: https://www.econbiz.de/10001545259
Cover Image
Estimation and inference with censored and ordered multinomial response data
Golan, Amos - In: Journal of econometrics 79 (1997) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10001220089
Cover Image
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
Kitamura, Yuichi - In: Journal of econometrics 80 (1997) 1, pp. 85-123
Persistent link: https://www.econbiz.de/10001223462
Cover Image
Comparison of maximum entropy and higher-order entropy estimators
Golan, Amos; Perloff, Jeffrey M. - In: Journal of econometrics 107 (2002) 1/2, pp. 195-211
Persistent link: https://www.econbiz.de/10001651279