Search Results - subject:"Multiple regression" - EconBiz

Consistent quasi-maximum likelihood estimation with limited information

Miller, Douglas R.; Lee, Sang-hak - In: Maximum likelihood estimation of misspecified models : …, (pp. 149-164). 2003

Persistent link: https://www.econbiz.de/10001916311

CONSISTENT QUASI-MAXIMUM LIKELIHOOD ESTIMATION WITH LIMITED INFORMATION

Miller, Douglas; Lee, Sang-Hak - In: Maximum likelihood estimation of misspecified models : …, (pp. 149-164). 2003

In this chapter, we use the minimum cross-entropy method to derive an approximate joint probability model for a multivariate economic process based on limited information about the marginal quasi-density functions and the joint moment conditions. The modeling approach is related to joint...

Persistent link: https://www.econbiz.de/10015388942

Trade as a threshold variable for multiple regimes

Papageorgiou, Chris - In: Economics letters 77 (2002) 1, pp. 85-91

Persistent link: https://www.econbiz.de/10001698645

Multivariate spatial regression models

Gamerman, Dani; Moreira, Ajax - 2002

Persistent link: https://www.econbiz.de/10001699213

Use meta-analysis for the comparison and transfer of economic base multipliers

Vollet, Dominique; Bousset, Jean-Paul - In: Regional studies 36 (2002) 5, pp. 481-494

Persistent link: https://www.econbiz.de/10001690490

Estimation and testing for varying coefficients in additive models with marginal integration

Yang, Lijian; Härdle, Wolfgang; Park, Byeong U. - 2002

Persistent link: https://www.econbiz.de/10001715636

Simple LM tests for the unbalanced nested error component regression model

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Econometric reviews 21 (2002) 2, pp. 167-187

Persistent link: https://www.econbiz.de/10001704762

Estimation of the vector moving average model by vector autoregression

Galbraith, John W.; Ullah, Aman; Zinde-Walsh, Victoria - In: Econometric reviews 21 (2002) 2, pp. 205-219

Persistent link: https://www.econbiz.de/10001704803

Generalized method of moments estimation when a parameter is on a boundary

Andrews, Donald W. K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 530-544

Persistent link: https://www.econbiz.de/10001705965

Measuring instrument relevance in the single endogenous regressor-multiple instruments case : a simplifying procedure

Davis, George C.; Kim, Sung-Yong - In: Economics letters 74 (2002) 3, pp. 321-325

Persistent link: https://www.econbiz.de/10001654059

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