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On R2 -statistics for the general linear model with non-scalar covariance matrix
Battese, G. E.; Griffiths, W. E. - In: Australian economic papers 19 (1980), pp. 343-348
Persistent link: https://www.econbiz.de/10001874488
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Efficient estimation of parametric models
Bates, Charles; White, Halbert - 1985
Persistent link: https://www.econbiz.de/10001874548
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A unified theory of consistent estimation for parametric models
Bates, Charles; White, Halbert - 1984
Persistent link: https://www.econbiz.de/10001874569
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Relative curvature measures of nonlinearity
Bates, Douglas M.; Watts, Donald G. - In: Journal of the Royal Statistical Society 42 (1980) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10001874852
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A note on Goldberger's best linear unbiased predictor in the generalized regression model
Loeff, S. Schim van der; Leclercq, L. - 1975
Persistent link: https://www.econbiz.de/10001567590
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Methods of correlation and regression analysis : linear and curvilinear
Ezekiel, Mordecai; Fox, Karl A. - 1959 - 3. ed.
Persistent link: https://www.econbiz.de/10000444787
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Statistical methods of econometrics
Malinvaud, Edmond - 1966
Persistent link: https://www.econbiz.de/10000533221
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The singular value analysis in matrix computation
Becker, Richard; Kaden, Neil; Klema, Virginia - 1974
Persistent link: https://www.econbiz.de/10000533242
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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