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CONRAD : a maximum likelihood program for estimation of non-linear simultaneous equations models
Mellander, Erik; Jansson, Leif - 1987
Persistent link: https://www.econbiz.de/10000738349
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Probleme von Hypothesentests in kleinen Stichproben und bei Fehlspezifikationen
Müller-Brockhausen, Gerd - 1987
Persistent link: https://www.econbiz.de/10000738442
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Identification and estimation of a model of hyperinflation with a continuum of "sunspot" equilibrium
Sargent, Thomas J.; Wallace, Neil - 1985
Persistent link: https://www.econbiz.de/10000773215
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Unobserved heterogeneity in hazard rate models : a test and an ill. from a study of career mobility
Blossfeld, Hans-Peter; Hamerle, Alfred - 1987
Persistent link: https://www.econbiz.de/10000419063
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Zweistufige Kleinstquadratschätzungen im Falle einer unterdimensionierten Stichprobe
Lange, Werner; Lösch, Manfred; Schips, Bernd - 1975
Persistent link: https://www.econbiz.de/10000165465
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Maximum likelihood estimation of econometric models with rational expectations of current endogenous variables
Meijdam, Lex; Plasmans, Joseph E. J. - 1986
Persistent link: https://www.econbiz.de/10000694165
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Prognoseorientierte Schätzverfahren
Frei, Gertrud - 1986
Persistent link: https://www.econbiz.de/10000696634
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Specification testing when score test statistics are identically zero : the extremum test
Lee, Lung-fei; Chesher, Andrew - 1984
Persistent link: https://www.econbiz.de/10000703503
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A method for estimating the timing interval in a linear econometric model, with an application to Taylor's model of staggered contracts
Christiano, Lawrence J. - 1985
Persistent link: https://www.econbiz.de/10000710868
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Small sample estimation and stochastic simulation of an econometric model
Ahlstedt, Monica - 1986
Persistent link: https://www.econbiz.de/10000712695