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Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - 2006
Persistent link: https://www.econbiz.de/10003270065
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Methodische Probleme bei der Erfolgsfaktorenforschung : Messfehler, formative versus reflektive Indikatoren und die Wahl des Strukturgleichungs-Modells
Albers, Sönke; Hildebrandt, Lutz - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 58 (2006) 1, pp. 2-33
Persistent link: https://www.econbiz.de/10003273439
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Varianz- und kovarianzbasierte Strukturgleichungsmodelle : ein Leitfaden zu deren Spezifikation, Schätzung und Beurteilung
Herrmann, Andreas; Huber, Frank; Kressmann, Frank - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 58 (2006) 1, pp. 34-66
Persistent link: https://www.econbiz.de/10003273546
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On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Tanizaki, Hisashi; Hamori, Shigeyuki; Matsubayashi, Yoichi - In: Statistical papers 47 (2006) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10003229080
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Deriving the GLS transformation parameter in elementary panel data models
Jefferson, Philip Nathan - In: The American economist : journal of Omnicron Delta … 49 (2005) 1, pp. 45-48
Persistent link: https://www.econbiz.de/10003164128
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Cointegration in fractional systems with deterministic trends
Robinson, Peter M.; Iacone, Fabrizio - In: Journal of econometrics 129 (2005) 1/2, pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
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Cross-section regression with common shocks
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 5, pp. 1551-1585
Persistent link: https://www.econbiz.de/10003096740
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Hedging using simulation : a least squares approach
Tebaldi, Claudio - In: Journal of economic dynamics & control 29 (2005) 8, pp. 1287-1312
Persistent link: https://www.econbiz.de/10003002256
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More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel - In: Econometric reviews 24 (2005) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
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Sampling properties of R-squared when an inequality constrained least squares estimator is used
Ohtani, Kazuhiro - In: Kobe University economic review 50 (2004), pp. 1-12
Persistent link: https://www.econbiz.de/10002946788