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Efficiency of estimators in regression model with AR(1) errors
Magee, Lonnie; Ullah, Aman; Srivastava, Virendra K. - 1982
Persistent link: https://www.econbiz.de/10000922051
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Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman - In: Journal of econometrics 62 (1994) 2, pp. 129-141
Persistent link: https://www.econbiz.de/10001162306
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The second-order bias and mean squared error of nonlinear estimators
Rilstone, Paul - In: Journal of econometrics 75 (1996) 2, pp. 369-395
Persistent link: https://www.econbiz.de/10001204698
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The coefficient of determination and its adjusted version in linear regression models
Srivastava, Anil K. - In: Econometric reviews 14 (1995) 2, pp. 229-240
Persistent link: https://www.econbiz.de/10001180040
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Efficiency properties of some estimators in pooling time-series and cross-section data
Srivastava, Virendra K. - In: Journal of quantitative economics : official journal of … 11 (1995) 1, pp. 63-76
Persistent link: https://www.econbiz.de/10001196305
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Moments of the ratio of quadratic forms in non-normal variables with econometric examples
Ullah, Aman; Srivastava, Virendra K. - In: Journal of Econometrics 62 (1994) 2, pp. 129-141
Persistent link: https://www.econbiz.de/10005192619