Pages that link to "Item:Q1695555"
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The following pages link to Two-stage weighted least squares estimation of nonstationary random coefficient autoregressions (Q1695555):
Displaying 9 items.
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance (Q826678) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- Explosive strong periodic autoregression with multiplicity one (Q2344392) (← links)
- Quadratic random coefficient autoregression with linear-in-parameters volatility (Q2350910) (← links)
- Weighted symmetric estimators of autoregressive models (Q2795818) (← links)
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875) (← links)
- Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes (Q5305485) (← links)
