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A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression : fin. vers. received November 1984
Chang, Y. C. - In: Journal of econometrics 28 (1985) 2, pp. 247-252
Persistent link: https://www.econbiz.de/10001988308
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A comparison of the Box-Cox maximum likelihood estimator and the non-linear two-stage least squares estimator
Amemiya, Takeshi; Powell, James L. - In: Journal of econometrics 17 (1982) 3, pp. 351-381
Persistent link: https://www.econbiz.de/10001826657
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Explicit form of approximate transition probability density functions of diffusion processes
Choi, Seungmoon - In: Journal of econometrics 187 (2015) 1, pp. 57-73
Persistent link: https://www.econbiz.de/10011498739
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Filtered likelihood for point processes
Giesecke, Kay; Schwenkler, Gustavo - In: Journal of econometrics 204 (2018) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10011974711
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Recursive estimation of simultaneous equation models
Chavas, Jean-Paul - In: Journal of econometrics 18 (1982) 2, pp. 207-217
Persistent link: https://www.econbiz.de/10001997854
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Score tests for zero covariances in recursive linear models for gruped of censored data : fin. vers. received Decemeber 1984
Chesher, Andrew - In: Journal of econometrics 28 (1985) 3, pp. 291-305
Persistent link: https://www.econbiz.de/10001997993
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On the evaluation of policy-t density functions
Richard, J. -F.; Tompa, H. - In: Journal of econometrics 12 (1980) 3, pp. 335-351
Persistent link: https://www.econbiz.de/10002682414
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Optimal instruments when the disturbances are small
Klein, Roger W. - In: Journal of econometrics 9 (1979) 3, pp. 367-377
Persistent link: https://www.econbiz.de/10002232288
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The moments of OLS and 2SLS when the disturbances are non-normal
Knight, John L. - In: Journal of econometrics 27 (1985) 1, pp. 39-60
Persistent link: https://www.econbiz.de/10002233121
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The alternative Durbin-Watson test : an assessment of Durbin and Watson's choice of test statistic
King, M. L. - In: Journal of econometrics 17 (1981) 1, pp. 51-66
Persistent link: https://www.econbiz.de/10002210993