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1
Instrumental variables regression with weak instruments
Staiger, Douglas
;
Stock, James H.
-
1994
Persistent link: https://www.econbiz.de/10000883140
Saved in:
2
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
Saved in:
3
A practical technique to estimate multinomial probit models in transportation : computational details and an application to a disaggregate mode choice problem
Bolduc, Denis
-
1994
Persistent link: https://www.econbiz.de/10000890169
Saved in:
4
An asymptotic theory for optimization estimators with non-standard rates of convergence
Kim, Jean Kyoung
-
1988
Persistent link: https://www.econbiz.de/10000892929
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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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9
Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang
-
1994
Persistent link: https://www.econbiz.de/10000897045
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10
Gibbs sampling in B-VAR models with latent variables
Polasek, Wolfgang
-
1994
Persistent link: https://www.econbiz.de/10000897046
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