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Small sample considerations in estimation from panel data
Taylor, William E. - In: Journal of econometrics 13 (1980) 2, pp. 203-223
Persistent link: https://www.econbiz.de/10002900222
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Efficiency of the two-step estimator for models with endogenous sample selection
Nelson, Forrest D. - In: Journal of econometrics (1984) 1, pp. 181-196
Persistent link: https://www.econbiz.de/10002569726
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Some sampling properties of minimum expected loss (MELO) estimators of structural coefficients
Park, Soo-Bin - In: Journal of econometrics 18 (1982) 3, pp. 295-311
Persistent link: https://www.econbiz.de/10002612417
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Small sample properties of the mixed regression estimator
Ohtani, Kazuhiro; Honda, Yuzo - In: Journal of econometrics 26 (1984) 3, pp. 375-385
Persistent link: https://www.econbiz.de/10002581844
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Maximum entropy measurement error estimates of singular covariance matrices in undersized samples
Vinod, H. D. - In: Journal of econometrics 20 (1982) 2, pp. 163-174
Persistent link: https://www.econbiz.de/10002968784
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A comparison of estimators for undersized samples
Swamy, P. A. V. B. - In: Journal of econometrics 14 (1980) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10002891805
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Small samples and collateral information : an application of the hyperparameter model
Trivedi, P. K. - In: Journal of econometrics 12 (1980) 3, pp. 301-318
Persistent link: https://www.econbiz.de/10002940115
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A point optimal test for autoregressive disturbances
King, Maxwell L. - In: Journal of econometrics 27 (1985) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10002211214
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Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
Kiefer, Nicholas M. - In: Journal of econometrics 14 (1980) 2, pp. 195-202
Persistent link: https://www.econbiz.de/10002217754
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Granger-causality in multiple time series
Tjøstheim, Dag - In: Journal of econometrics 17 (1981) 2, pp. 157-176
Persistent link: https://www.econbiz.de/10002945197