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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
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Two practical procedures for estimating multivariate nonnormal probability density functions
Taylor, Charles Robert - In: American journal of agricultural economics 72 (1990) 1, pp. 210-217
Persistent link: https://www.econbiz.de/10001083279
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Simple estimation of a duration model with unobserved heterogeneity
Honoré, Bo E. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 2, pp. 453-473
Persistent link: https://www.econbiz.de/10001084385
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A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors
Nabeya, Seiji - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 145-163
Persistent link: https://www.econbiz.de/10001084873
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An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data
Quah, Danny - In: Economics letters 33 (1990) 2, pp. 133-140
Persistent link: https://www.econbiz.de/10001088187
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Rapid estimation for discrete distributions
Kemp, C. D. - In: The statistician : journal of the Institute of Statisticians 37 (1988) 3, pp. 243-255
Persistent link: https://www.econbiz.de/10001053590
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On recursive probability density estimation for stationary process
Abdul-Al, K. I. - In: Publications de l'Institut de Statistique de … 33 (1988) 1, pp. 3-24
Persistent link: https://www.econbiz.de/10001053756
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Interim analysis in clinical trials : the role of the likelihood principle
Berry, Donald A. - In: The American statistician : a publication of the … 41 (1987) 2, pp. 117-122
Persistent link: https://www.econbiz.de/10001053980
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On the maximum likelihood estimation of multivariate regression models containing serially correlated error components
Magnus, Jan R. - In: International economic review 29 (1988) 4, pp. 707-725
Persistent link: https://www.econbiz.de/10001056049
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On asymptotic expansions in non-ergodic models
Ledet Jensen, Jens - In: Scandinavian journal of statistics : SJS ; theory and … 14 (1987) 4, pp. 305-318
Persistent link: https://www.econbiz.de/10001059598