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A note on the Durbin's method of fitting a linear regression model with autocorrelated disturbances
Gupta, Y. P. - 1969
Persistent link: https://www.econbiz.de/10002548920
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New estimators of disturbances in regression analysis
Abrahamse, Adriaan Pieter Johannes; Koerts, J. - 1969
Persistent link: https://www.econbiz.de/10001803632
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A new class of limited information estimators for simultaneous equation systems
Keller, W. J. - 1973 - Vervielf.
Persistent link: https://www.econbiz.de/10001571919
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A comparison between the MSE of two predictors in the multiplicative model under two alternative stochastic assumptions : a Monte Carlo study
Teekens, R.; Louter, A. S. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572336
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A priori fixed covariance matrices of disturbance estimators
Dubbelman, C. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572348
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A limiting bayesian approach to simultaneous equation systems
Harkema, R.; Kloek, T. - 1970 - Vervielf.
Persistent link: https://www.econbiz.de/10001574177
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Estimation of parameters in regression models subject to non-linear constraints, applied to a capital cost function
Somermeyer, W. H,; Gupta, Y. P.; Teekens, R. - 1969 - Vervielf.
Persistent link: https://www.econbiz.de/10001574198
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A class of tractable prior distributions on structural parameters of simultaneous equation systems
Harkema, R. - 1969 - Vervielf.
Persistent link: https://www.econbiz.de/10001574404
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An adjusted least squares estimator for models with risk term
Tengesdal, Mark - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 105-113
Persistent link: https://www.econbiz.de/10001220331