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Moment generating functions and further exact results for seasonal autoregressions
Pitarakis, Jean-Yves - In: Econometric theory 14 (1998) 6, pp. 770-782
Persistent link: https://www.econbiz.de/10001352158
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Quasi-minimax estimation, prior information and money demand in Germany
Mittag, Hans-Joachim - In: Econometrics in theory and practice : Festschrift for …, (pp. 227-233). 1998
Persistent link: https://www.econbiz.de/10001301443
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Asymptotic equivalence of ordinary lest squares and generalized least squares with trending regressors and stationary autoregressive disturbances
Krämer, Walter - In: Econometrics in theory and practice : Festschrift for …, (pp. 137-142). 1998
Persistent link: https://www.econbiz.de/10001301449
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Locally weighted least squares in categorical varying-coefficient models
Tutz, Gerhard - In: Econometrics in theory and practice : Festschrift for …, (pp. 119-130). 1998
Persistent link: https://www.econbiz.de/10001301451
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Different nonlinear regression models with incorrectly observed covariates
Thamerus, Markus - In: Econometrics in theory and practice : Festschrift for …, (pp. 31-44). 1998
Persistent link: https://www.econbiz.de/10001301458
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Jump models anfd higher moments
Lim, Guay C. (contributor) - In: Nonlinear economic models : cross-sectional, times …, (pp. 161-175). 1997
Persistent link: https://www.econbiz.de/10001302941
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Econometric analysis of count data : with 20 tables
Winkelmann, Rainer - 2000 - 3., rev. and enl. ed.
Persistent link: https://www.econbiz.de/10001480685
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Cointegrating regressions with time varying coefficients
Park, Joon Y.; Hahn, Sang B. - In: Econometric theory 15 (1999) 5, pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
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A note on the moments of stochastic shrinkage parameters in Ridge Regression
Firinguetti L., Luis; Rubio, Hernán - 2000
Persistent link: https://www.econbiz.de/10001499530
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Pooled log periodogram regression
Shimotsu, Katsumi; Phillips, Peter C. B. - 2000
Persistent link: https://www.econbiz.de/10001499557