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The elephant in the room : predictive performance of PLS models

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Persistent link: https://www.econbiz.de/10011554710

Assessing the predictive performance of structural equation model estimators

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Segmentation of PLS path models by iterative reweighted regressions

Schlittgen, Rainer; Ringle, Christian M.; Sarstedt, Marko; … - In: Journal of business research : JBR 69 (2016) 10, pp. 4583-4592

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When your errors are your only hope : testing "Hidden Hypnotheses" in mediation studies in strategic management

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Econometric model used in the capital market analysis

Anghel, Mădălina Gabriela - In: Theoretical and applied economics : GAER review 21 (2014) 10, pp. 59-70

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Does gender diversity improve financial firm's performance? : new evidence using two-stage least squares estimation and instrument variables

Vo Hong Duc; Doan Bao Huy - In: Journal of economic development 22 (2015) 2, pp. 102-123

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The equality between linear transforms of ordinary least squares and best linear unbiased estimator

Groß, Jürgen; Trenkler, Götz - 1998

The best linear unbiased estimator BLUE (CXb) of a linear transform CX b in the general Gauss-Markov model (y, E (y) = X b Cov (y) =a2v) is the linear transform C BLUE (Xb) of the best linear unbiased estimator BLUE (Xb) of Xb. Similarly, for the ordinary least squares estimator OLSE (CXb) = C...

Persistent link: https://www.econbiz.de/10010467706

Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated

Krämer, Walter; Hassler, Uwe - 1997

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Asymptotic equivalence of ordinary least squares and generalized least squares with trending regressors and stationary autoregressive disturbances

Krämer, Walter - 1997

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A rejoinder to Rigdon et al. (2014)

Aguirre-Urreta, Miguel I.; Marakas, George M. - In: Information systems research : ISR 25 (2014) 4, pp. 785-788

Persistent link: https://www.econbiz.de/10010474916