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Making good inferences from bad data
Cragg, John G. - In: The Canadian journal of economics 27 (1994) 4, pp. 776-800
Persistent link: https://www.econbiz.de/10001176970
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Using higher moments to estimate the simple errors-in-variables model
Cragg, John G. - In: The Rand journal of economics 28 (1997), pp. 71-91
Persistent link: https://www.econbiz.de/10001220133
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A bilinear model for heteroskedastic panel data
Cragg, John G. - In: Annales d'économie et de statistique (1993), pp. 121-141
Persistent link: https://www.econbiz.de/10001144563
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The asymptotic efficiency of summary generalized least squares estimators
Cragg, John G. - 1993
Persistent link: https://www.econbiz.de/10000859062
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Adaptation of the jackknife to time-series models
Cragg, John G. - 1987
Persistent link: https://www.econbiz.de/10000741513
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Quasi-Aitken estimation for heteroskedasticity of unknown form
Cragg, John G. - 1988
Persistent link: https://www.econbiz.de/10000776182
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Testing for identifiability of simultaneous-equation coefficients
Cragg, John G.; Donald, Stephen G. - 1989
Persistent link: https://www.econbiz.de/10000781475
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On several criteria for estimating the rank of a matrix
Cragg, John G.; Donald, Stephen G. - 1993
Persistent link: https://www.econbiz.de/10000881710
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Using higher moments to estimate the simple errors-in-variables model
Cragg, John G. - 1995
Persistent link: https://www.econbiz.de/10000555710
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Quasi-Aitken estimation for heteroskedasticy of unknown form
Cragg, John G. - 1988
Persistent link: https://www.econbiz.de/10000125137