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Spectral estimation of dynamic econometric models serially correlated errors
Behravesh, Nariman - 1978
Persistent link: https://www.econbiz.de/10001881941
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Pooling cross-sections with unequal time-serie lengths : recived 4.12.1984
Baltagi, Badi H. - In: Economics letters 18 (1985) 2/3, pp. 133-136
Persistent link: https://www.econbiz.de/10001862335
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Information criterion and estimation of misspecified qualitative choice models
Brownstone, David - 1984
Persistent link: https://www.econbiz.de/10001949444
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Enforcing stationarity in exact maximum likelihood estimation of pt̕h order autoregressive processes
Bunzel, Henning; Nielsen, Erland Hejn - 1985
Persistent link: https://www.econbiz.de/10001963304
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Generalized autoregressive condtional heteroscedasticity
Bollerslev, Tim - 1985
Persistent link: https://www.econbiz.de/10001933645
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A maximum likelihood estimation method of a three market disequilibrium model
Plasmans, Joseph; Somers, Valère - 1983
Persistent link: https://www.econbiz.de/10002649753
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Least absolute deviations estimation for censored and truncated regression models
Powell III, James Leo - 1982
Persistent link: https://www.econbiz.de/10002668331
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On the consistency of maximum likelihood estimators with dependent observations
Heijmans, Risto D. H.; Magnus, Jan R. - 1983
Persistent link: https://www.econbiz.de/10002773140
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Consistent maximum likelihood estimation of the nonlinear regression model with normal errors
Heijmans, Risto D. H.; Magnus, Jan R. - 1983
Persistent link: https://www.econbiz.de/10002773162
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On the asymptotic normality of the maximum likelihood estimator with dependent observations
Heijmans, Risto D. H.; Magnus, Jan R. - 1983
Persistent link: https://www.econbiz.de/10002773182