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Parameter estimation in regression models with errors in the variables and autocorrelated disturbances
Dagenais, Marcel G. - In: Journal of econometrics 64 (1994) 1, pp. 145-163
Persistent link: https://www.econbiz.de/10001166429
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Higher moment estimators for linear regression models with errors in the variables
Dagenais, Marcel G. - In: Journal of econometrics 76 (1997) 1, pp. 193-221
Persistent link: https://www.econbiz.de/10001211362
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Incomplete observations and simultaneousequations models
Dagenais, Marcel G. - In: Journal of econometrics 4 (1976) 3, pp. 231-241
Persistent link: https://www.econbiz.de/10002043993
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The use of incomplete observations in multiple regression analysis : a generalized least squares approach
Dagenais, Marcel G. - In: Journal of econometrics 1 (1973) 4, pp. 317-328
Persistent link: https://www.econbiz.de/10002044063
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Durbin-Watson test for serial correlation in regressions with missing observations
Dufour, Jean-Marie; Dagenais, Marcel G. - In: Journal of econometrics 27 (1985) 3, pp. 371-381
Persistent link: https://www.econbiz.de/10002095497
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Higher moment estimators for linear regression models with errors in the variables
Dagenais, Marcel G.; Dagenais, Denyse L. - In: Journal of econometrics 76 (1997) 1-2, pp. 193-222
Persistent link: https://www.econbiz.de/10006793692