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Mean estimation bias in least squares estimation of autoregressive processes
Pantula, Sastry G.; Fuller, Wayne A. - In: Journal of econometrics 27 (1985) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10003554974
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Introduction to statistics and econometrics in litigation support
Basmann, Robert L. (contributor) - In: Journal of econometrics 113,1 : Annals of econometrics (2003)
Persistent link: https://www.econbiz.de/10004724953
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Two estimators of the long-run variance : beyond short memory
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 150 (2009) 1, pp. 56-70
Persistent link: https://www.econbiz.de/10003847512
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - In: Journal of econometrics 188 (2015) 1, pp. 110-134
Persistent link: https://www.econbiz.de/10011500265
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Variance expressions for spectra estimated using auto-regressions
Xie, Liang-Liang; Ljung, Lennart - In: Journal of econometrics 118 (2004) 1/2, pp. 247-256
Persistent link: https://www.econbiz.de/10001823132
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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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A simple way of computing the inverse moments of a non-central chi-square random variable
Xie, Wen Zhi - In: Journal of econometrics 37 (1988) 3, pp. 389-393
Persistent link: https://www.econbiz.de/10003712704
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Restricted least squares, pre-test, OLS and Stein rule estimators
Mittelhammer, R. C. - In: Journal of econometrics 25 (1985) 1/2, pp. 151-164
Persistent link: https://www.econbiz.de/10003633407
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Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints
Mittelhammer, Ron C. - In: Journal of econometrics 29 (1985) 3, pp. 289-303
Persistent link: https://www.econbiz.de/10003633420
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The statistical implications of preliminary specification error testing
Morey, M. - In: Journal of econometrics 25 (1984) 1/2, pp. 63-72
Persistent link: https://www.econbiz.de/10003634725