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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
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How to measure goodness of fit in a simultaneous equation model
Kakwani, Nanak - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 27-41
Persistent link: https://www.econbiz.de/10001220368
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The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
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Modeling nonlinear autoregressive distributed lag models : a new approach
Surekha, K. - In: Journal of quantitative economics : official journal of … 3 (2005) 1, pp. 101-114
Persistent link: https://www.econbiz.de/10003234397
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Nonparametric least squares regression and testing in economic models
Yatchew, Adonis; Bos, Len - In: Journal of quantitative economics : official journal of … 13 (1997) 2, pp. 81-132
Persistent link: https://www.econbiz.de/10001351675
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On specification diagnostics for econometric models of durations
Sharma, Sunil - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 285-307
Persistent link: https://www.econbiz.de/10001144152
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Identification with temporally dependent disturbances and lagged endogenous variables
Mallela, Parthasaradhi - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 273-283
Persistent link: https://www.econbiz.de/10001144153
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The probabilistic approaches in econometrics
Kumar, T. Krishna - In: Journal of quantitative economics : official journal of … 9 (1993) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001147614
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Reflections on the use of mathematical reasoning in economics
Chakravarty, Sukhamoy - In: Journal of quantitative economics : official journal of … 4 (1988) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001057095
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Efficient estimation of a partial linear model under heteroskedasticity with unknown form
Lin, Eric S. - In: Journal of quantitative economics : official journal of … 5 (2007) 2, pp. 19-39
Persistent link: https://www.econbiz.de/10003789546