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~subject:"Estimation theory"
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Estimation theory
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Journal of econometrics
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81
The Moran I test for spatial
correlation
of regression disturbances : an extension accounting for endogenous regressors
Kelejian, Harry H.
-
1995
Persistent link: https://www.econbiz.de/10000921449
Saved in:
82
From
correlation
to distributed contiguities : a family of AR-C-D autocorrelation processes
Blum, Ulrich
;
Bolduc, Denis
;
Gaudry, Marc J. I.
-
1995
Persistent link: https://www.econbiz.de/10000923154
Saved in:
83
Methods of
correlation
and regression analysis : linear and curvilinear
Ezekiel, Mordecai
;
Fox, Karl A.
-
1959
-
3. ed.
Persistent link: https://www.econbiz.de/10000444787
Saved in:
84
From
correlation
to distributed contiguities : a family of AR-C-D autocorrelation processes
Blum, Ulrich
;
Bolduc, Denis
;
Gaudry, Marc J. I.
-
1995
Persistent link: https://www.econbiz.de/10000554633
Saved in:
85
Estimating saving-investment correlations evidence for OECD countries based on an error correction model
Jansen, Willem J.
-
1994
Persistent link: https://www.econbiz.de/10000151686
Saved in:
86
Lagged cross-products of regression residuals and a family of serial
correlation
tests
Gooijer, Jan G. de
;
MacNeill, Ian B.
-
1994
Persistent link: https://www.econbiz.de/10000151697
Saved in:
87
Computation of the maximum rank
correlation
estimator
Abrevaya, Jason
- In:
Economics letters
62
(
1999
)
3
,
pp. 279-285
Persistent link: https://www.econbiz.de/10001398683
Saved in:
88
Instrumental variable estimation based on mean absolute deviation
Sakata, Shinichi
-
1998
Persistent link: https://www.econbiz.de/10001410152
Saved in:
89
Canonical
correlation
, Wiener-Granger causality and multi-period ahead prediction in multivariate time series : theory and an application
Otter, Pieter W.
-
1990
Persistent link: https://www.econbiz.de/10000800747
Saved in:
90
Bayes factors for testing the equality of covariance matrix eigenvalues
McCulloch, Robert E.
;
Rossi, Peter E.
-
1995
Persistent link: https://www.econbiz.de/10000924642
Saved in:
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