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Abrahamse and Koerts' "New estimators" of disturbances in regression analysis
Neudecker, H. - 1976
Persistent link: https://www.econbiz.de/10000665552
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Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter - 1980
Persistent link: https://www.econbiz.de/10000012348
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Small sample adjustments for the J-test
Godfrey, L. G.; Pesaran, Hashem - 1982
Persistent link: https://www.econbiz.de/10001532016
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Heterogeneity, comitted variable bias and duration dependence
Chamberlain, Gary - 1979
Persistent link: https://www.econbiz.de/10001534217
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Specification tests of quarterly econometric models of aggregate strike frequency in Canada
Abbott, Michael Gilbert - 1984
Persistent link: https://www.econbiz.de/10001797722
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Estimating Almon lags
Aguilar, Renato - 1984
Persistent link: https://www.econbiz.de/10001805757
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Spectral estimation of dynamic econometric models serially correlated errors
Behravesh, Nariman - 1978
Persistent link: https://www.econbiz.de/10001881941
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Linear estimation of the C.E.S. function : indian manufacturing sector 1949-'58 and 1959-'66
Babu, V. G.; Vani, K. V. - In: The Indian economic journal 31 (1983) 2, pp. 91-95
Persistent link: https://www.econbiz.de/10001854814
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Estimation of consumption function with a stochastic income stream
Ban, Kanemi - In: Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai … 33 (1982) 2, pp. 158-167
Persistent link: https://www.econbiz.de/10001868050
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Closest empirical distribution estimation
Manski, Charles F. - 1981
Persistent link: https://www.econbiz.de/10002430901