Narrow search
Showing 1 - 10 of 3,178
Cover Image
Asymptotic optimality of generalized C L, cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Andrews, Donald W. K. - In: Journal of econometrics 47 (1991) 2, pp. 359-377
Persistent link: https://www.econbiz.de/10001099504
Cover Image
Estimation of a linear regression model with stationary ARMA (p, q) errors
Zinde-Walsh, Victoria - In: Journal of econometrics 47 (1991) 2, pp. 333-357
Persistent link: https://www.econbiz.de/10001099505
Cover Image
Another look at the identification of current rational-expectations models
Rayner, Janne - In: Journal of econometrics 47 (1991) 2, pp. 305-331
Persistent link: https://www.econbiz.de/10001099506
Cover Image
A note concerning specifications of interactive random-coefficient regression models
Gatto, Joseph P. - In: Journal of econometrics 47 (1991) 2, pp. 273-284
Persistent link: https://www.econbiz.de/10001099508
Cover Image
Pooling states in the multinational logit model
Cramer, Jan S. - In: Journal of econometrics 47 (1991) 2, pp. 267-272
Persistent link: https://www.econbiz.de/10001099509
Cover Image
The likelihood dominance criterion : a new approach to model selection
Pollak, Robert A. - In: Journal of econometrics 47 (1991) 2, pp. 227-242
Persistent link: https://www.econbiz.de/10001099511
Cover Image
Estimation of a regression model on two or more sets of differently grouped data
Fukushige, Mototsugu - In: Journal of econometrics 47 (1991) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10001099512
Cover Image
Asymptotic normality and consistency of semi-nonparametric regression estimators using an upward F test truncation rule
Eastwood, Brian J. - In: Journal of econometrics 48 (1991) 1, pp. 151-181
Persistent link: https://www.econbiz.de/10001102607
Cover Image
An efficient GLS estimator of triangular models with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 267-273
Persistent link: https://www.econbiz.de/10001071069
Cover Image
On the efficient estimation of simultaneous equations with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10001071070