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Bayesian analysis of the regression model when the disturbances are generated by an autoregressive process
Richard, Jean-François - In: New developments in the applications of Bayesian …, (pp. 185-209). 1977
Persistent link: https://www.econbiz.de/10002682405
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On the evaluation of policy-t density functions
Richard, J. -F.; Tompa, H. - In: Journal of econometrics 12 (1980) 3, pp. 335-351
Persistent link: https://www.econbiz.de/10002682414
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Some comments on the minimum mean square error as a criterion of estimation
Rao, C. Radhakrishna - In: Statistics and related topics : proceedings of the …, (pp. 123-143). 1981
Persistent link: https://www.econbiz.de/10002685725
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Autocorrélation spatiale : ses conséquences sur la corrélation empirique de deux processus spatiaux
Richardson, Sylvia; Hemon, Denis - In: Revue de statistique appliquée 30 (1982) 1, pp. 41-51
Persistent link: https://www.econbiz.de/10002685742
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Parametrikus és nem parametrikus függvényközelítési eljárások
Molnár, Sándor - In: Statisztikai szemle : a Központi Statisztikai Hivatal … 61 (1983) 5, pp. 461-469
Persistent link: https://www.econbiz.de/10002503556
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Modelarea corelaţilor în economie
Moineagu, Costache - 1974
Persistent link: https://www.econbiz.de/10002506427
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Punkt-, Intervallprognose und Test auf Strukturbruch mit Hilfe der Regressionsanalyse
Schneeberger, H. - In: Prognoserechnung, (pp. 131-146). 1978
Persistent link: https://www.econbiz.de/10002783568
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The t stage least squares simultaneous estimation algorithm for dynamic models : version 25.6.1971
Heesterman, A. R. G. - 1971
Persistent link: https://www.econbiz.de/10002783859
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The t stage least squares simultaneous estimation algorithm for dynamic models
Heesterman, A. R. G. - 1970
Persistent link: https://www.econbiz.de/10002783864