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Alternative error covariance assumptions in dynamic panel data models
Anderson, Gordon - 1988
Persistent link: https://www.econbiz.de/10000124830
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Efficient forecasts or measurement errors? : some evidence for revisions to the United Kingdom GDP
Patterson, K. D.; Heravi, S. M. - 1990
Persistent link: https://www.econbiz.de/10000131193
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Estimation on nonlinear errors-in-variables models : an approximate solution
Hsiao, Cheng; Wang, Liqun; Wang, Qing - 1996
Persistent link: https://www.econbiz.de/10000935804
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A simple adjustment for measurement errors in estimating some limited dependent variable models
Wang, Liqun - 1996
Persistent link: https://www.econbiz.de/10000958664
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Comment on identification in the linear errors in variables model
Bekker, Paul A. - In: Econometrica : journal of the Econometric Society, an … 54 (1986) 1, pp. 215-217
Persistent link: https://www.econbiz.de/10001007662
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The estimation of the multivariate structural errors-in-variables model without any priori on the covariance matrix of the errors
Lefèvre, Françoise - 1990
Persistent link: https://www.econbiz.de/10000793251
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Prognose- und Simulationsfehler in ökonometrischen Modellen bei multikollinearen Daten : [Mit engl. Zsfassung]
Hansen, Gerd - 1985
Persistent link: https://www.econbiz.de/10000700517
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The specification of least informative error distributions
Don, Henk - 1986 - final received
Persistent link: https://www.econbiz.de/10000701349
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The exact multiperiod mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - 1986
Persistent link: https://www.econbiz.de/10000706580
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Computerintensive Bayes-Schätzungen in Fehler-in-den-Variablen-Modellen
Heintel, Markus - 1999
Persistent link: https://www.econbiz.de/10000682582