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Minimax estimators in linear models under normalized quadratic loss functions
Bunke, O.; Möhner, M. - In: Statistics and probability : essays in honor of C. R. Rao, (pp. 149-152). 1982
Persistent link: https://www.econbiz.de/10001961160
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Bayesian and maximum likelihood estimation in the Kalman-Bucy model with business applications
Enns, Philip Gerhard - 1976
Persistent link: https://www.econbiz.de/10002120766
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Asymptotic properties of instrumental variables statistics for testing non-nested hypotheses
Ericsson, Neil R. - In: The review of economic studies 50 (1983) 2, pp. 287-304
Persistent link: https://www.econbiz.de/10002122327
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Testing linear versus logarithmic regression models : a comment
Ericsson, Neil R. - In: The review of economic studies 49 (1982) 3, pp. 477-481
Persistent link: https://www.econbiz.de/10002122336
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(k,1) exponential transformation models
Eriksen, Poul Svante - In: Scandinavian journal of statistics : SJS ; theory and … 11 (1984) 3, pp. 123-145
Persistent link: https://www.econbiz.de/10002122561
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The exact finite sampling distribution of two-stage least squares estimates
Kinal, Terrence Walter - 1976
Persistent link: https://www.econbiz.de/10002204039
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Exact sampling distribution of the omitted variable estimator
Kinal, Terrence; Lahiri, Kajal - In: Economics letters 8 (1981) 2, pp. 121-127
Persistent link: https://www.econbiz.de/10002204053
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The existence of moments of k-class estimators
Kinal, Terrence W. - In: Econometrica : journal of the Econometric Society, an … 48 (1980) 1, pp. 241-249
Persistent link: https://www.econbiz.de/10002204080
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A note on ʺselection of regressorsʺ
Kinal, Terrence; Lahiri, Kajal - In: International economic review 25 (1984) 3, pp. 625-629
Persistent link: https://www.econbiz.de/10002204088
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On the distribution function of various model selection, criteria with stochastic regressors : received 27.3.1984
Kinal, Terrence; Lahiri, Kajal - In: Economics letters 17 (1985) 1/2, pp. 97-101
Persistent link: https://www.econbiz.de/10002204097