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subject:"Simulation"
subject:"Theory"
~institution:"University of New England / Department of Econometrics"
~person:"Doran, Howard E."
~subject:"Statistical test"
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Simulation
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Estimation theory
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Doran, Howard E.
Griffiths, William E.
7
Rambaldi, Alicia N.
4
Battese, George Edward
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Coelli, Tim
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Duangkamon Chotikapanich
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Tessema, Getachew A.
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Valenzuela, Maria Rebecca J.
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1
A simple least squares covariance estimator, consistent for autocorrelated error models
Doran, Howard E.
-
1998
Persistent link: https://www.econbiz.de/10000991267
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2
Testing for Granger non-causality in cointegrated systems made easy
Rambaldi, Alicia N.
;
Doran, Howard E.
-
1996
Persistent link: https://www.econbiz.de/10000942967
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3
An improved Heckman estimator for the Tobit model
Tessema, Getachew A.
;
Doran, Howard E.
;
Griffiths, …
-
1996
Persistent link: https://www.econbiz.de/10000943972
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4
Application of linear time-varying constraints : a different approach
Doran, Howard E.
;
Rambaldi, Alicia N.
-
1996
Persistent link: https://www.econbiz.de/10000956321
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