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Journal of econometrics
Journal of the Royal Statistical Society
233
Nachrichten für Aussenhandel : NfA ; Märkte, Trends, Geschäftschancen
183
Statistik des Auslandes
166
Journal of the American Statistical Association : JASA
159
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155
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125
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119
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Operations research
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78
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75
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Revue de l'Institut International de Statistique
56
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56
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Série des documents de travail / Centre de Recherche en Économie et Statistique
53
Econometric reviews
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Proceedings of the Business and Economic Statistics Section / American Statistical Association : papers presented at the annual meeting of the American Statistical Association, ... under the sponsorship of the Business and Economic Statistics Section
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33
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32
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31
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ECONIS (ZBW)
153
USB Cologne (EcoSocSci)
1
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1
A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.
;
Prucha, Ingmar R.
- In:
Journal of econometrics
32
(
1986
)
2
,
pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
Saved in:
2
The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors
Griffiths, W. E.
;
Beesley, P. A. A.
- In:
Journal of econometrics
25
(
1984
)
1/2
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003486399
Saved in:
3
Some improved estimators in the case of possible heteroscedasticity
Yancey, T. A.
;
Judge, G. G.
;
Miyazaki, S.
- In:
Journal of econometrics
25
(
1984
)
1/2
,
pp. 133-150
Persistent link: https://www.econbiz.de/10003593437
Saved in:
4
On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
Trenkler, G.
- In:
Journal of econometrics
25
(
1984
)
1/2
,
pp. 179-190
Persistent link: https://www.econbiz.de/10003695663
Saved in:
5
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
MacKinnon, James G.
;
White, Halbert
- In:
Journal of econometrics
29
(
1985
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10003622876
Saved in:
6
Efficiency of iterative estimators in the regression model with AR(1) disturbances
Magee, Lonnie
- In:
Journal of econometrics
29
(
1985
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10003622950
Saved in:
7
The moments of a pre-test estimator under possible heteroscedasticity
Mandy, D. M.
- In:
Journal of econometrics
25
(
1984
)
182
,
pp. 29-33
Persistent link: https://www.econbiz.de/10003624658
Saved in:
8
The risk of general Stein-like estimators in the presence of multicollinearity
Hill, R. C.
;
Ziemer, R. F.
- In:
Journal of econometrics
25
(
1984
)
1/2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10003577766
Saved in:
9
Testing for individual effects in autoregressive models
Holtz-Eakin, Douglas
- In:
Journal of econometrics
39
(
1988
)
3
,
pp. 297-307
Persistent link: https://www.econbiz.de/10003580383
Saved in:
10
A new test for fourth-order autoregressive disturbances
King, Maxwell L.
- In:
Journal of econometrics
24
(
1984
)
3
,
pp. 269-277
Persistent link: https://www.econbiz.de/10003601851
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