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Estimating dynamic random effe...
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Ökonometrik Schätzung
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Bhargava, Alok
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ECONIS (ZBW)
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Testing residuals from least squares regression for being generated by the Gaussian random walk
Sargan, J. D.
;
Bhargava, Alok
- In:
Econometrica : journal of the Econometric Society, an …
51
(
1983
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10002730126
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2
Maximum likelihood estimation of regression models with first order moving average errors when the root lies on the unit circle
Sargan, J. D.
;
Bhargava, Alok
- In:
Econometrica : journal of the Econometric Society, an …
51
(
1983
)
3
,
pp. 799-820
Persistent link: https://www.econbiz.de/10002730230
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3
The validity of Nagar's expansion for the momemnts of econometric estimators
Sargan, J. D.
- In:
Econometrica : journal of the Econometric Society, an …
42
(
1974
)
1
,
pp. 169-176
Persistent link: https://www.econbiz.de/10002734934
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4
Subjective probability and the economist
Sargan, J. D.
- In:
Yorkshire bulletin of economic and social research
5
(
1953
)
1
,
pp. 53-64
Persistent link: https://www.econbiz.de/10002734938
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5
Some discrete approximations to continuous time stochastic models
Sargan, J. D.
- In:
Statistical inference in continuous time economic models
,
(pp. 27-79)
.
1976
Persistent link: https://www.econbiz.de/10002730135
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6
Some tests of dymanic specification for a single equation
Sargan, J. D.
- In:
Econometrica : journal of the Econometric Society, an …
48
(
1980
)
4
,
pp. 879-897
Persistent link: https://www.econbiz.de/10002730142
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7
The period of production
Sargan, J. D.
- In:
Econometrica : journal of the Econometric Society, an …
23
(
1955
)
2
,
pp. 151-165
Persistent link: https://www.econbiz.de/10002730149
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8
Some approximation to the distribution of econometric criteria wich are asymptotically distributed as Chi-squared
Sargan, J. D.
- In:
Econometrica : journal of the Econometric Society, an …
48
(
1980
)
5
,
pp. 1107-1138
Persistent link: https://www.econbiz.de/10002730160
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9
On Monte Carlo estimates of moments that are infinite
Sargan, J. D.
-
1982
Persistent link: https://www.econbiz.de/10002730166
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10
On the existence of the moments of 3SLS estimators
Sargan, J. D.
- In:
Econometrica : journal of the Econometric Society, an …
46
(
1978
)
6
,
pp. 1329-1350
Persistent link: https://www.econbiz.de/10002730175
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