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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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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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Convenient methods for estimation of linear regression models with ma(1) errors
MacDonald, Glenn M.; MacKinnon, James G. - 1983
Persistent link: https://www.econbiz.de/10003529372
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Äquikorrelation und Gruppierung in Fehlerkomponentenmodellen
Kockläuner, Gerhard - 1986
Persistent link: https://www.econbiz.de/10013416838
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Quelques variantes de la méthode des moindres carres
Thionet, P.; Stavridis, L. - In: Revue de statistique appliquée 12 (1964) 4, pp. 81-95
Persistent link: https://www.econbiz.de/10003686061
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Understanding spurious regressions in econometrics
Phillips, P. C. B. - In: Journal of econometrics 33 (1986) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003652041
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Tests for serial independence in limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - 1981
Persistent link: https://www.econbiz.de/10003489724
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Testing for structural breaks in variance with additive outliers and measurement errors
Rodrigues, Paulo M. M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003324142
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When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano; Santucci de Magistris, Paolo - 2011
Persistent link: https://www.econbiz.de/10009006828
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904