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Estimating seemingly unrelated regression models from incomplete cross-section/time-series data
Biørn, Erik - 1981
Persistent link: https://www.econbiz.de/10000539858
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Rank correlation methods
Kendall, Maurice G. - 1948
Persistent link: https://www.econbiz.de/10000542576
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Identification and estimation of the error-in-variables model (EVM) in structural form
Mehra, R. K. - 1975
Persistent link: https://www.econbiz.de/10000655816
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A note on principal component regression
Greenberg, Edward - 1972
Persistent link: https://www.econbiz.de/10000660330
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Modelling markets : bibliography & review
Leeflang, P. S. H. (contributor); Koerts, J. (contributor);  … - 1976
Persistent link: https://www.econbiz.de/10000664604
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On the estimation of non-linear regression models with momentless distributed errors
Bierens, H. J. - 1976
Persistent link: https://www.econbiz.de/10000665548
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Abrahamse and Koerts' "New estimators" of disturbances in regression analysis
Neudecker, H. - 1976
Persistent link: https://www.econbiz.de/10000665552
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A derivation of the Hessian of the (concentrated) likelihood function of the factor model employing the Schur product
Neudecker, H. - 1976
Persistent link: https://www.econbiz.de/10000665553