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Different nonlinear regression models with incorrectly observed covariates
Thamerus, Markus - In: Econometrics in theory and practice : Festschrift for …, (pp. 31-44). 1998
Persistent link: https://www.econbiz.de/10001301458
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Errors in variables in econometrics
Cheng, Chi-lun - In: Econometrics in theory and practice : Festschrift for …, (pp. 3-13). 1998
Persistent link: https://www.econbiz.de/10001301461
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Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjøstheim, Dag; Yang, Lijian - In: Econometric theory 18 (2002) 2, pp. 197-251
Persistent link: https://www.econbiz.de/10001661291
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Econometric analysis of cross section and panel data ; [Hauptbd.]
Wooldridge, Jeffrey M. - 2002
Persistent link: https://www.econbiz.de/10001663524
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Statistics, data analysis, and decision modeling
Evans, James R.; Olson, David L. - 2003 - 2. ed
Persistent link: https://www.econbiz.de/10001665256
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Wahrscheinlichkeit und Regression : mit 14 Tabellen
Steyer, Rolf - 2003
Persistent link: https://www.econbiz.de/10001685651
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Model uncertainty in cross-country growth regressions
Fernández, Carmen; Ley, Eduardo; Steel, Mark F. J. - In: Journal of applied econometrics 16 (2001) 5, pp. 563-576
Persistent link: https://www.econbiz.de/10001619237
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On the sensitivity of the usual t- and F-tests to covariance misspecification
Banerjee, Anurag Narayan; Magnus, Jan R. - In: Journal of econometrics 95 (2000) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10001432559
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The likehood function of conditionally heteroskedastic factor models
Sentana, Enrique - In: Annales d'économie et de statistique (2000), pp. 1-19
Persistent link: https://www.econbiz.de/10001536202
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Minimax-Schätzer für Schätz- und Testverfahren im linearen Regressionsmodell bei Vorinformation
Becker, Lioba - 1998
Persistent link: https://www.econbiz.de/10000992088