scientific article; zbMATH DE number 3428352
From MaRDI portal
Publication:5180195
zbMath0272.62001MaRDI QIDQ5180195
Publication date: 1971
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items (36)
The dynamics of make or buy decisions ⋮ Unions, employment risks, and market provision of employment risk differentials ⋮ Stochastic data envelopment analysis -- a review ⋮ The value of private safety versus the value of public safety ⋮ Geometric combination lags as flexible infinite distributed lag estimators ⋮ Bias approximations for covariance parameter estimators in the linear model with ar(1) errors ⋮ Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative ⋮ Activist policy and macroeconomic instability ⋮ Estimated elasticities from regulated and unregulated cost functions ⋮ On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic ⋮ A threshold model for the spread ⋮ Simultaneous equations estimation. Computational aspects ⋮ An experimental test for risk aversion ⋮ Joint estimation and testing for functional form and heteroskedasticity ⋮ On the concept of non-significant functions and its implications for regression analysis ⋮ Structural inference for linear regression with autocorrelated errors ⋮ Dummy variables vs. category-wise models ⋮ Dynamic models as tools for forecasting and planning: A presentation and some methodological aspects ⋮ AN ASYMPTOCALLY UNBIASED TWO‐STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS ⋮ Application of M-Estimators to Cross-Section Effect Models ⋮ Hierarchical mean and covariance structure models ⋮ Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations ⋮ An integer goal programming model for hazardous waste treatment and disposal ⋮ STRUCTURAL INTEGRITY AND SAMPLE PERIOD OF MACRO‐ECONOMETRIC MODELS: A CASE STUDY ⋮ A note on three-stage least squares estimation ⋮ THE MINIMUM DISTANCE CONSISTENT 2 SLS ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCE ⋮ Stochastic specification of production functions and economic implications ⋮ On the impact of the tests for serial correlation upon the test of significance for the regression coefficient ⋮ Estimation and testing for functional form and autocorrelation ⋮ On the interplay between multiscaling and stock dependence ⋮ Marginal likelihood methods for distributed lag models ⋮ A Reinforced Randomized Block Design with Correlated Errors ⋮ OLS or GLS in the presence of specification error? An expected loss approach ⋮ Time series analysis and simultaneous equation econometric models ⋮ A linear decision analysis model of optimal portfolio investments† ⋮ Stein-rule estimator under inclusion of superfluous variables in linear regression models
This page was built for publication: