| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5045528 | 2022-11-04 | Paper |
| ADMISSIBLE SIGNIFICANCE TESTS IN SIMULTANEOUS EQUATION MODELS | 2017-08-22 | Paper |
| On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments | 2016-08-12 | Paper |
| On the asymptotic optimality of the LIML estimator with possibly many instruments | 2016-08-04 | Paper |
| The LIML estimator has finite moments! | 2016-08-04 | Paper |
| Reduced rank regression for blocks of simultaneous equations | 2016-06-10 | Paper |
| Goodness-of-Fit Tests for Probability Distributions and Spectral Distributions | 2016-05-11 | Paper |
| Origins of the limited information maximum likelihood and two-stage least squares estimators | 2016-03-30 | Paper |
| MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION | 2015-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326952 | 2013-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580339 | 2010-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498084 | 2008-05-28 | Paper |
| Multiple discoveries: distribution of roots of determinantal equations | 2007-10-04 | Paper |
| An omnibus test for the time series model AR(1). | 2004-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4420195 | 2003-08-14 | Paper |
| Reduced rank regression in cointegrated models. | 2003-02-17 | Paper |
| Canonical correlation analysis and reduced rank regression in autoregressive models | 2002-11-14 | Paper |
| Sign Invariance in Goodness-of-Fit Tests for Time Series | 2001-09-23 | Paper |
| The asymptotic distribution of canonical correlations and variates in cointegrated models | 2001-09-02 | Paper |
| The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models | 2001-06-18 | Paper |
| R. A. Fisher and multivariate analysis | 2001-02-07 | Paper |
| Asymptotic distribution of the reduced rank regression estimator under general conditions | 2001-01-30 | Paper |
| A note on a vector-variate normal distribution and a stationary autoregressive process | 2000-06-04 | Paper |
| Asymptotic theory for canonical correlation analysis | 1999-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3842744 | 1998-01-01 | Paper |
| Simulations of iterative proceduresfor maximum likelihood estimation in MA(1) models | 1997-11-09 | Paper |
| ADEQUACY OF ASYMPTOTIC THEORY FOR GOODNESS-OF-FIT CRITERIA FOR SPECTRAL DISTRIBUTIONS | 1997-11-04 | Paper |
| Goodness-of-fit tests for autoregressive processes | 1997-08-28 | Paper |
| The continuous and discrete Brownian bridges: Representations and applications | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718453 | 1996-12-05 | Paper |
| Some inequalities for symmetric convex sets with applications | 1996-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840215 | 1995-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4317918 | 1995-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4279796 | 1994-11-08 | Paper |
| Asymptotic robustness of tests of overidentification and predeterminedness | 1994-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280937 | 1994-06-13 | Paper |
| Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models | 1994-01-20 | Paper |
| Goodness of fit tests for spectral distributions | 1994-01-19 | Paper |
| A note on maximum likelihood estimation in the first-order Gaussian moving average model | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028188 | 1993-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028192 | 1993-03-28 | Paper |
| Tests of overidentification and predeterminedness in simultaneous equation models | 1993-02-04 | Paper |
| Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances | 1992-06-28 | Paper |
| Testing dimensionality in the multivariate analysis of variance | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3360153 | 1991-01-01 | Paper |
| Asymptotic chi-square tests for a large class of factor analysis models | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4730638 | 1989-01-01 | Paper |
| Linear latent variable models and covariance structures | 1989-01-01 | Paper |
| The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances | 1989-01-01 | Paper |
| Evaluation of the expected value of a determinant | 1989-01-01 | Paper |
| The asymptotic normal distribution of estimators in factor analysis under general conditions | 1988-01-01 | Paper |
| Generation of Random Orthogonal Matrices | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3802428 | 1987-01-01 | Paper |
| Maximum likelihood estimators and likelihood ratio criteria in multivariate components of variance | 1986-01-01 | Paper |
| Maximum-likelihood estimates and likelihood-ratio criteria for multivariate elliptically contoured distributions | 1986-01-01 | Paper |
| WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?* | 1986-01-01 | Paper |
| Best invariant estimation of a direction parameter | 1985-01-01 | Paper |
| Maximum-likelihood estimation of the parameters of a multivariate normal distribution | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706365 | 1985-01-01 | Paper |
| Estimating linear statistical relationships | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796553 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673903 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4742148 | 1982-01-01 | Paper |
| Formulation and estimation of dynamic models using panel data | 1982-01-01 | Paper |
| A new proof of admissibility of tests in the multivariate analysis of variance | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327520 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3672959 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940699 | 1982-01-01 | Paper |
| Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959944 | 1982-01-01 | Paper |
| Estimation of Dynamic Models with Error Components | 1981-01-01 | Paper |
| An inequality for a sum of quadratic forms with applications to probability theory | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3309799 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3313159 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3682453 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3886678 | 1980-01-01 | Paper |
| ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS | 1980-01-01 | Paper |
| Hsu's work in multivariate analysis | 1979-01-01 | Paper |
| Strong consistency of least squares estimates in dynamic models | 1979-01-01 | Paper |
| Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate | 1979-01-01 | Paper |
| Statistics for Modern Business Decisions (2nd ed.). | 1979-01-01 | Paper |
| Unique factorization of products of bivariate normal cumulative distribution functions | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051209 | 1978-01-01 | Paper |
| An extremal problem for positive defintie matrices | 1978-01-01 | Paper |
| Estimation for autoregressive moving average models in the time and frequency domains | 1977-01-01 | Paper |
| The generalized variance of a stationary autoregressive process | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3854461 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3870187 | 1977-01-01 | Paper |
| Two-Stage Least Squares: In Which Direction Should the Residuals Be Minimized? | 1977-01-01 | Paper |
| Asymptotic Expansions of the Distributions of Estimates in Simultaneous Equations for Alternative Parameter Sequences | 1977-01-01 | Paper |
| A Comment on the Test of Overidentifying Restrictions | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4157815 | 1977-01-01 | Paper |
| Strong consistency of least squares estimates in normal linear regression | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4117258 | 1976-01-01 | Paper |
| Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure | 1975-01-01 | Paper |
| An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation System | 1974-01-01 | Paper |
| Asymptotically efficient estimation of covariance matrices with linear structure | 1973-01-01 | Paper |
| An asymptotic expansion of the distribution of the studentized classification statistic W | 1973-01-01 | Paper |
| Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions | 1973-01-01 | Paper |
| Tests for randomness of directions against equatorial and bimodal alternatives | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5674809 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5679519 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5631966 | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5681430 | 1970-01-01 | Paper |
| Approximating the Lower Binomial Confidence Limit | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5640482 | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5657549 | 1966-01-01 | Paper |
| A Monotonicity Property of the Power Functions of Some Tests of the Equality of Two Covariance Matrices | 1965-01-01 | Paper |
| Some Optimum Confidence Bounds for Roots of Determinantal Equations | 1965-01-01 | Paper |
| Sequential Analysis with Delayed Observations | 1964-01-01 | Paper |
| Monotonicity of the Power Functions of Some Tests of the Multivariate Linear Hypothesis | 1964-01-01 | Paper |
| Monotonicity of the Power Functions of Some Tests of Independence between Two Sets of Variates | 1964-01-01 | Paper |
| On Bayes Procedures for a Problem with Choice of Observations | 1964-01-01 | Paper |
| SOME APPROACHES TO THE STATISTICAL ANALYSIS OF TIME SERIES | 1964-01-01 | Paper |
| Some inequalities on characteristic roots of matrices | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5586858 | 1963-01-01 | Paper |
| Asymptotic Theory for Principal Component Analysis | 1963-01-01 | Paper |
| A Test for Equality of Means when Covariance Matrices are Unequal | 1963-01-01 | Paper |
| The use of factor analysis in the statistical analysis of multiple time series | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3844028 | 1963-01-01 | Paper |
| On the Distribution of the Two-Sample Cramer-von Mises Criterion | 1962-01-01 | Paper |
| The Choice of the Degree of a Polynomial Regression as a Multiple Decision Problem | 1962-01-01 | Paper |
| Least Squares and Best Unbiased Estimates | 1962-01-01 | Paper |
| Classification into two Multivariate Normal Distributions with Different Covariance Matrices | 1962-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5727187 | 1960-01-01 | Paper |
| A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size | 1960-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3270883 | 1960-01-01 | Paper |
| On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations | 1959-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3275316 | 1959-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3255781 | 1958-01-01 | Paper |
| Statistical Inference about Markov Chains | 1957-01-01 | Paper |
| Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing | 1957-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3231647 | 1956-01-01 | Paper |
| Some Statistical Problems in Relating Experimental Data to Predicting Performance of a Production Process | 1955-01-01 | Paper |
| The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities | 1955-01-01 | Paper |
| A Test of Goodness of Fit | 1954-01-01 | Paper |
| On estimation of parameters in latent structure analysis | 1954-01-01 | Paper |
| Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes | 1952-01-01 | Paper |
| Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions | 1951-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5808640 | 1951-01-01 | Paper |
| Distribution of the Circular Serial Correlation Coefficient for Residuals from a Fitted Fourier Series | 1950-01-01 | Paper |
| The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations | 1950-01-01 | Paper |
| Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations | 1949-01-01 | Paper |
| Errors and Shocks in Economic Relationships | 1949-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5788953 | 1948-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5795318 | 1948-01-01 | Paper |
| A Note on a Maximum-Likelihood Estimate | 1947-01-01 | Paper |
| The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics | 1946-01-01 | Paper |
| Some Extensions of the Wishart Distribution | 1944-01-01 | Paper |
| On Card Matching | 1943-01-01 | Paper |
| Some Significance Tests for Normal Bivariate Distributions | 1943-01-01 | Paper |
