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An efficient two-step estimator for the dynamic adjustment model with autoregressive errors
Hatanaka, Michio - In: Journal of econometrics 2 (1974), pp. 199-220
Persistent link: https://www.econbiz.de/10002846897
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On the efficient estimation methods for the macro-economic models nonlinear in variables
Hatanaka, Michio - In: Journal of econometrics 8 (1978) 3, pp. 323-356
Persistent link: https://www.econbiz.de/10002846959
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Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
Hatanaka, Michio - In: Journal of econometrics 4 (1976) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10003064664
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Inference in possibly integrated vector autoregressive models : some finite sample evidence
Yamada, Hiroshi - In: Journal of econometrics 86 (1998) 1, pp. 55-95
Persistent link: https://www.econbiz.de/10001243866
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Inference in possibly integrated vector autoregressive models: Some finite sample evidence
Yamada, Hiroshi; Toda, Hiro Y. - In: Journal of econometrics 86 (1998) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10006788947
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Estimation of a regression model on two or more sets of differently grouped data
Fukushige, Mototsugu - In: Journal of econometrics 47 (1991) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10001099512