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The statistical implications of pre-test and Stein-rule estimators in econometrics
Judge, George G.; Bock, Mary E. - 1978
Persistent link: https://www.econbiz.de/10000065083
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Testing the constancy of regression models over time
Hackl, Peter - 1980
Persistent link: https://www.econbiz.de/10000067908
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Simultaneous inference in econometric models
Katzenbeisser, Walter - 1981
Persistent link: https://www.econbiz.de/10013278208
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Weighted ridge regression : combining ridge and robust regression methods
Holland, Paul W. - 1973
Persistent link: https://www.econbiz.de/10000626310
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Agricultural supply response using vector autoregressions (VAR) with panel data : some evidence from India
Eckstein, Zvi - 1985
Persistent link: https://www.econbiz.de/10000605351
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Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors
Huynh, Frank C. H. - 1984
Persistent link: https://www.econbiz.de/10000327034
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Monte Carlo experiments with regression involving the Box-Cox transformation
Huynh, Frank C. H. - 1981
Persistent link: https://www.econbiz.de/10000327096
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Principal components application to regression models (a computer program)
Khorshid, Motaz - 1982
Persistent link: https://www.econbiz.de/10000339409
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A hybrid method for the automatic specification of rational transfer function models with ARIMA-autocorrelated errors superimposed
Lenz, Hans-Joachim - 1980
Persistent link: https://www.econbiz.de/10000164442