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Linear regression and the Yule distribution
Xekalaki, Evdokia - In: Journal of econometrics 24 (1984) 3, pp. 397-403
Persistent link: https://www.econbiz.de/10003712700
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Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
Penm, J. H. W.; Terrell, R. D. - In: Journal of econometrics 24 (1984) 3, pp. 311-330
Persistent link: https://www.econbiz.de/10003649491
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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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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
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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
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An exact discrete analog of an open linear nonstationary first-order continuous-time system with mixed sampe
Agbeyegbe, Terence D. - In: Journal of econometrics 39 (1988) 3, pp. 237-250
Persistent link: https://www.econbiz.de/10003465283
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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
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Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo - In: Journal of econometrics 36 (1987) 3, pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
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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
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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