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O'Neill, Donal; Sweetman, Olive B.; Van de Gaer, Dirk - 2005

Persistent link: https://www.econbiz.de/10002684593

On autoregressive errors in singular systems of equations

Haupt, Harry; Oberhofer, Walter - 2005

Persistent link: https://www.econbiz.de/10003354701

Panels with nonstationary multifactor error structures

Kapetanios, George (contributor); … - 2006

The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models …

Persistent link: https://www.econbiz.de/10003355571

Findings from evidence-based forecasting : methods for reducing forecast error

Armstrong, Jon Scott - In: International journal of forecasting 22 (2006) 3, pp. 583-598

Persistent link: https://www.econbiz.de/10003355974

Some recent advances in measurement error models and methods

Schneeweiß, Hans; Augustin, Thomas - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 1, pp. 183-197

Persistent link: https://www.econbiz.de/10003285404

Robust preference measurement : a simulation study of erroneous and ambiguous judgement's impact on AHP and conjoint analysis

Scholz, Sören W.; Meißner, Martin; Wagner, Ralf - In: Operations research proceedings 2005 : selected papers …, (pp. 613-618). 2006

Persistent link: https://www.econbiz.de/10003347797

Time invariant variables and panel data models : a generalised Frisch-Waugh theorem and its implications

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Mundlak ("On the Pooling of Time Series and Cross-Section Data", Econometrica, Vol. 46 (1978),pp. 69-85) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some...

Persistent link: https://www.econbiz.de/10003331433

Identification of binary outcome distributions with multiplicative contamination

Kreider, Brent (contributor); Pepper, John V. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003333813

Forecast evaluation

West, Kenneth D. - 2006

Persistent link: https://www.econbiz.de/10003338393

Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors

Larch, Mario; Walde, Janette F. - In: The annals of regional science : an international … 43 (2009) 2, pp. 473-490

Persistent link: https://www.econbiz.de/10003838252