Pages that link to "Item:Q1224409"
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The following pages link to The structure of simultaneous equations estimators (Q1224409):
Displaying 29 items.
- A simple derivation of the limited information maximum likelihood estimator (Q356643) (← links)
- On the efficient estimation of simultaneous equations with covariance restrictions (Q583806) (← links)
- An extension of a standard test for heteroskedasticity to a systems framework (Q794130) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- The class of BAN estimators of a single structural equation with structural change (Q900044) (← links)
- Simultaneous equations with covariance restrictions (Q909403) (← links)
- Prediction tests in limited dependent variable models (Q1104020) (← links)
- Testing inequality constraints in linear econometric models (Q1124258) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors (Q1136454) (← links)
- AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
- The structure of simultaneous equations estimators. A comment (Q1151712) (← links)
- On the efficiency of the Cochrane-Orcutt estimator (Q1166224) (← links)
- Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression (Q1168683) (← links)
- Rational and polynomial lags. The finite connection (Q1255288) (← links)
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances (Q1255747) (← links)
- On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models (Q1259131) (← links)
- Achievements and challenges in econometric methodology (Q1841080) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances (Q1918163) (← links)
- Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator (Q1993518) (← links)
- Investigating the two parameter analysis of Lipovetsky for simultaneous systems (Q2208412) (← links)
- On the asymptotic accuracy of pseudo-linear regression algorithms (Q3325594) (← links)
- Structural inference of the parameters of the heteroscedastic simultaneous equation model (Q3352345) (← links)
- Asymptotic accuracy of the Aitken-Markov estimator (Q3682353) (← links)
- On the convergence of pseudo-linear regression algorithms (Q3705323) (← links)
- Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems (Q3858100) (← links)
- LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993 (Q4561963) (← links)
- New Bayesian approach to the estimation in simultaneous equations model (Q6180959) (← links)
