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isPartOf:"Zagreb international review of economics & business"
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Search: subject_exact:"Multivariate Regression"
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Zagreb international review of economics & business
Journal of econometrics
Organizational research methods : ORM
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International journal of hospitality management
6
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5
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
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ECONIS (ZBW)
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1
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:
2
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:
3
Work and fertility linkage in women : a study in Bhubaneswar City
Mohapatra, Subhalaxmi
;
Roy, Subhadip
- In:
Zagreb international review of economics & business
13
(
2010
)
2
,
pp. 39-53
Persistent link: https://www.econbiz.de/10008858725
Saved in:
4
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:
5
Restricted VAR hedging with the presence of multiple breaks
Chiu, Chien-Liang
;
Chiou, Jer-shiou
;
Wu, Pei-Shan
- In:
Zagreb international review of economics & business
10
(
2007
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003470376
Saved in:
6
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:
7
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:
8
Bayesian bootstrap multivariate regression
Heckelei, Thomas
;
Mittelhammer, Ron C.
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001731315
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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