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Seize the last day : period-end-point sampling for forecasts of temporally aggregated data
Ellwanger, Reinhard; Snudden, Stephen; Arango-Castillo, … - 2023
Persistent link: https://www.econbiz.de/10014437443
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Essays in public economic theory
Sahm, Marco (contributor) - 2006
Persistent link: https://www.econbiz.de/10003476588
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Gibbs sampling in AR models with random walk priors
Polasek, Wolfgang; Jin, Song - 1994
Persistent link: https://www.econbiz.de/10000147683
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Gibbs sampling in VAR models with tightness priors
Polasek, Wolfgang - 1994
Persistent link: https://www.econbiz.de/10000147691
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Maximum likelihood estimation in small samples
Shenton, L. R.; Bowman, K. O. - 1977
Persistent link: https://www.econbiz.de/10000064261
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Nonnegative variance estimation of the Horvitz-Thompson estimator for samples of fixed size when sampling without replacement
Lenz, Sylvia Tamara - 1989
Persistent link: https://www.econbiz.de/10000078699
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Semiparametric instrumental variable estimation of simultaneous equation sample selection models
Lee, Lung-Fei - 1991
Persistent link: https://www.econbiz.de/10000133236
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Small sample properties of adaptive GLS estimators
Linton, Oliver - 1992
Persistent link: https://www.econbiz.de/10000135740
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Sampling of cross-sectional time series
Lenz, Hans-Joachim; Robinson, Peter - 1982
Persistent link: https://www.econbiz.de/10000165703