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Estimation of a dynamic system of seemingly unrelated regressions with autoregressive disturbance
Spencer, David E. - In: Journal of econometrics 10 (1979) 2, pp. 227-241
Persistent link: https://www.econbiz.de/10002854020
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Fully Bayesian analysis of ARMA time series models
Monahan, John F. - In: Journal of econometrics 21 (1983) 3, pp. 307-331
Persistent link: https://www.econbiz.de/10002510687
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Bayesian limited-information anaysis of nonlinear simultaneous equations systems
Berg, Peter; Harkema, Rins - In: Journal of econometrics 24 (1984) 3, pp. 379-395
Persistent link: https://www.econbiz.de/10001899885
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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
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The Durbin-Watson test for serial correlation : bounds for regressions using monthly data
King, Maxwell L. - In: Journal of econometrics 21 (1983) 3, pp. 357-366
Persistent link: https://www.econbiz.de/10002211152