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~isPartOf:"Folia oeconomica Stetinensia : FOS"
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Search: subject_exact:"Multivariate regression"
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Journal of econometrics
Folia oeconomica Stetinensia : FOS
International economic review
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10
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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1
Tail forecasting with multivariate bayesian additive regression trees
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
- In:
International economic review
64
(
2023
)
3
,
pp. 979-1022
Persistent link: https://www.econbiz.de/10014330274
Saved in:
2
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
Kim, Dukpa
;
Oka, Tatsushi
;
Estrada, Francisco
;
Perron, …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10012438315
Saved in:
3
Inference on covariance-mean regression
Zou, Tao
;
Lan, Wei
;
Li, Runze
;
Tsai, Chih-Ling
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 318-338
Persistent link: https://www.econbiz.de/10013463843
Saved in:
4
Modelling unpaid housework time in Poland on the basis of a time use survey
Hozer-Koćmiel, Marta
;
Kuźmiński, Wojciech
- In:
Folia oeconomica Stetinensia : FOS
20
(
2020
)
1
,
pp. 177-189
Persistent link: https://www.econbiz.de/10012627809
Saved in:
5
The use of the geographically weighted regression for the real estate market analysis
Cellmer, Radosław
- In:
Folia oeconomica Stetinensia : FOS
11
(
2012
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10009761575
Saved in:
6
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Zhang, Xibin
;
Brooks, Robert
;
King, Maxwell L.
- In:
Journal of econometrics
153
(
2009
)
1
,
pp. 21-32
Persistent link: https://www.econbiz.de/10003892641
Saved in:
7
Selection of estimation window in the presence of breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
Saved in:
8
Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
Saved in:
9
Testing for neglected nonlinearity in regression models based on the theory of random fields
Dahl, Christian M.
;
González-Rivera, Gloria
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 141-164
Persistent link: https://www.econbiz.de/10001738927
Saved in:
10
Optimal critical values of pre-tests when estimating the regression error variance : analytical findings under a general loss structure
Wan, Alan T. K.
;
Zou, Guohua
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 165-196
Persistent link: https://www.econbiz.de/10001738931
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