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Finite Sample Distributions Associated with Stochastic Difference Equations-Some Experimental Evidence.
Basmann, R L; Richardson, D H; Rohr, R J - In: Econometrica 42 (1974) 5, pp. 825-39
Persistent link: https://www.econbiz.de/10005332733
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A Program for Estimating Econometric Models-ECOMP 3.
Richardson, D H; Rohr, R J - In: Econometrica 43 (1975) 1, pp. 177-78
Persistent link: https://www.econbiz.de/10005332978
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The Exact Finite Sample Distribution of a Non-Consistent Structural Variance Estimator.
Basmann, R L; Richardson, D H - In: Econometrica 41 (1973) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10005231849
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A Short-run Monetary Model of Exchange Rate Determination: Stability Tests and Forecasting.
Richardson, D H; Wu, M T C - In: Empirical Economics 13 (1988) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10005382155
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Budget Constraint Prices as Preference Changing Parameters of Generalized Fechner-Thurstone Direct Utility Functions.
Basmann, R L; Molina, D J; Slottje, D J - In: American Economic Review 73 (1983) 3, pp. 411-13
Persistent link: https://www.econbiz.de/10005821109
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Comment on R. P. Byron's "The Restricted Aitken Estimation of Sets of Demand Relations".
Basmann, R L; Battalio, Raymond C; Kagel, John H - In: Econometrica 41 (1973) 2, pp. 365-70
Persistent link: https://www.econbiz.de/10005129918