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A simple Lagrange multiplier test for lognormal regression
Poirier, Dale J.; Ruud, Paul A. - 1979
Persistent link: https://www.econbiz.de/10003652896
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The use of the box-cox transformation in limited dependent variable models
Poirier, Dale J. - 1977
Persistent link: https://www.econbiz.de/10003652903
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A generalized estimation procedure of Box-Jenkin s autoregressive moving average models
Hsieh, Hsih-chia - 1985
Persistent link: https://www.econbiz.de/10000784838
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The bias of forecasts from a first-order autoregression
Magnus, Jan R.; Pesaran, Bahram - 1987
Persistent link: https://www.econbiz.de/10000720159
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Dummy variables in regression analyse
Balestra, Pietro - In: Advances in economic theory, (pp. 173-292). 1983
Persistent link: https://www.econbiz.de/10003479703
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The logic of least squares
Barnard, G. A. - In: Journal of the Royal Statistical Society 25 (1963) 1, pp. 124-127
Persistent link: https://www.econbiz.de/10003483351
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Random coefficients estimation of average total product coast for multiproduct firms
Dixon, Bruce L.; Batte, Marvin T.; Sonka, Steven T. - In: Journal of business & economic statistics : JBES ; a … 2 (1984) 4, pp. 360-366
Persistent link: https://www.econbiz.de/10003483787
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Ein optisches Analogiegerät für den tetrachorischen Korrrelationskoeffizienten
Beck, Elrich P. - In: Metrika : international journal for theoretical and … 10 (1966) 1, pp. 46-51
Persistent link: https://www.econbiz.de/10003485959
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Alternative maximum likelihood procedures for regression with autocorrelated disturbances
Beach, Charles M.; MacKinnon, Charles M. - 1976
Persistent link: https://www.econbiz.de/10003486010
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Maximum likelihood estimation of singular equation systems with autoregressive disturbances
Beach, Charles M.; MacKinnon, James G. - 1977
Persistent link: https://www.econbiz.de/10003486149