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A general likelihood approach to the instrumental variable estimation and test of misspecifications
Pesaran, M. Hashem; Pesaran, M.H. - 1984
Persistent link: https://www.econbiz.de/10000007936
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A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Journal of econometrics 32 (1986) 2, pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
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Asymtotic efficiency in semi-parametric models with censoring
Chamberlain, Gary - In: Journal of econometrics 32 (1986) 2, pp. 189-218
Persistent link: https://www.econbiz.de/10003511534
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A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Arcutt procedure
Godfrey, L. G.; Wickens, M. R.; Wickens, M. R. - 1982
Persistent link: https://www.econbiz.de/10003627877
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Dynamic regression analysis and forecasting with microcomputers : classical and state space methods
Vishwakarma, Keshav P. - 1985 - Rev
Persistent link: https://www.econbiz.de/10000689647
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Prognose- und Simulationsfehler in ökonometrischen Modellen bei multikollinearen Daten : [Mit engl. Zsfassung]
Hansen, Gerd - 1985
Persistent link: https://www.econbiz.de/10000700517
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The exact multiperiod mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - 1986
Persistent link: https://www.econbiz.de/10000706580
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The exact multi-period mean-square forecast error for the first-order autoregressive model
Hoque, Asraul; Magnus, Jan R.; Pesaran, Bahram - In: Journal of econometrics 39 (1988) 3, pp. 327-346
Persistent link: https://www.econbiz.de/10003580961
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Censored normal regression with measurement error on the dependent variable
Stapleton, Davis C.; Young, Douglas J. - 1981
Persistent link: https://www.econbiz.de/10003527883
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Äquikorrelation und Gruppierung in Fehlerkomponentenmodellen
Kockläuner, Gerhard - 1986
Persistent link: https://www.econbiz.de/10013416838