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Instrumental variables regression with weak instruments
Staiger, Douglas; Stock, James H. - 1994
Persistent link: https://www.econbiz.de/10000883140
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A single equation approach to estimating nonstationary Markov matrices : the case of US agriculture, 1974 - 78
Peterson, R. Neal - 1990 - Reprod
Persistent link: https://www.econbiz.de/10000886595
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An asymptotic theory for optimization estimators with non-standard rates of convergence
Kim, Jean Kyoung - 1988
Persistent link: https://www.econbiz.de/10000892929
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Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong; Haan, Laurens de; Huang, Xin - 1993
Persistent link: https://www.econbiz.de/10000893853
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Convergence in probability of the maximum likelihood estimators of a multivariate ARMA model with GARCH (1,1) errors
Tuncer, R. - 1994
Persistent link: https://www.econbiz.de/10000895467
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A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.; Wilcox, David W. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000896401
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Some results on small-sample rejection probabilities of the Davidson-Mackinnon test for separate linear models
Szroeter, Jerzy - 1994
Persistent link: https://www.econbiz.de/10000896920
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897045
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Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000897046