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Multivariate regression shrinkega estimators with unknown covariance matrix
Brown, P. J.; Zidek, J. V. - In: Scandinavian journal of statistics : SJS ; theory and … 9 (1982) 4, pp. 209-215
Persistent link: https://www.econbiz.de/10001951793
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The unimodal maximum entropy density
Brockett, Patrick L. - In: Economics letters 12 (1983) 3/4, pp. 261-267
Persistent link: https://www.econbiz.de/10001953419
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Earnings announcements and auto-correlation : an empirical test
Brown, Stewart L. - In: The journal of financial research 2 (1979) 2, pp. 171-183
Persistent link: https://www.econbiz.de/10001955741
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Inequality constrains, multicollinearity and models of police expenditure
Buck, Andrew J.; Hakim, Simon - In: Southern economic journal 48 (1981) 2, pp. 449-463
Persistent link: https://www.econbiz.de/10001957723
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Some identification and estimation problems in econometrics
Buck, Andrew Jepherson - 1977
Persistent link: https://www.econbiz.de/10001957923
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Prediction in the general multiplicative model : an application to autocorrelated disturbances
Teekens, R.; Koerts, J. - 1971 - Vervielf.
Persistent link: https://www.econbiz.de/10001572442
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A bayesian procedure for testing regression disturbances for heteroskedasticity and autocorrelation
Lempers, F. B.; Kloek, T. - 1970 - Vervielf.
Persistent link: https://www.econbiz.de/10001573013
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Note on consistent estimation of the variance of the disturbances in the linear model
Kloek, T. - 1970 - Vervielf.
Persistent link: https://www.econbiz.de/10001574180
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On the power of the Blus procedure : Blus versus Durbin-Watson
Koerts, J.; Abrahamse, A. P. J. - 1968 - Vervielf.
Persistent link: https://www.econbiz.de/10001574753
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Some example of lie algebraic structure in nonlinear estimation
Hazewinkel, Michiel; Liu, Chang-Huan; Marcus, Steven I. - 1980
Persistent link: https://www.econbiz.de/10001456021