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Constraining Kalman filter and smoothing estimates to satisfy time-varying restrictions
Doran, Howard E. - 1990
Persistent link: https://www.econbiz.de/10000796099
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Testing non-nested models
Doran, Howard E. - 1991
Persistent link: https://www.econbiz.de/10000826926
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Consistent oil covariance estimator and misspecification test for models with stationary errors of unspecified form
Doran, Howard E. - 1991
Persistent link: https://www.econbiz.de/10000831375
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A simple least squares covariance estimator, consistent for autocorrelated error models
Doran, Howard E. - 1998
Persistent link: https://www.econbiz.de/10000991267
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A geometrical expository note on Hausman's specification test
Doran, Howard E. - 1990
Persistent link: https://www.econbiz.de/10000796093
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Using the Kalman filter to estimate sub-populations
Doran, Howard E. - 1990
Persistent link: https://www.econbiz.de/10000796094
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Application of linear time-varying constraints : a different approach
Doran, Howard E.; Rambaldi, Alicia N. - 1996
Persistent link: https://www.econbiz.de/10000956321
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Imposing linear observation-varying equality constraints using matrix decomposition
Doran, Howard E.; O'Donnell, Christopher John; … - 1999
Persistent link: https://www.econbiz.de/10001489792
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Applying linear time-varying constraints to econometric models : an application of the Kalman filter
Doran, Howard E.; Rambaldi, Alicia N. - 1995
Persistent link: https://www.econbiz.de/10000923028
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Testing for Granger non-causality in cointegrated systems made easy
Rambaldi, Alicia N.; Doran, Howard E. - 1996
Persistent link: https://www.econbiz.de/10000942967