Search Results - subject:"Multiple regression" - EconBiz

Omitted Variable Tests and Dynamic Specification : An Application to Demand Homogeneity

Schmolck, Bjoern - 2000

This book deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail. The analysis starts with...

Persistent link: https://www.econbiz.de/10013519732

Nonparametric seemingly unrealted regression

Smith, Michael S.; Kohn, Robert - 1999

Persistent link: https://www.econbiz.de/10001442291

Random walks and market efficiency tests : evidence from emerging equity markets

Karemera, David; Ojah, Kalu; Cole, John A. - In: Review of quantitative finance and accounting 13 (1999) 2, pp. 171-188

Persistent link: https://www.econbiz.de/10001445825

Improving the estimation precision for a selected parameter in multiple regression analysis : an algebraic approach

Huang, Ju-chin - In: Economics letters 62 (1999) 3, pp. 261-264

Persistent link: https://www.econbiz.de/10001398676

Nonparametric seemingly unrelated regression

Smith, Michael S.; Kohn, Robert - 1999

Persistent link: https://www.econbiz.de/10001404812

Instrument relevance in multivariate linear models

Godfrey, L. G. - In: The review of economics and statistics 81 (1999) 3, pp. 550-552

Persistent link: https://www.econbiz.de/10001406207

The alpha factor asset pricing model : a parable

Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: Journal of financial markets 2 (1999) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10001426670

Estimation when a parameter is on a boundary

Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 6, pp. 1341-1383

Persistent link: https://www.econbiz.de/10001429212

Multivariate generated regressors and heteroskedasticity in a cross-section : an application to the value of neighborhood schools

Hayes, Kathy Jean (contributor) - 1999

Persistent link: https://www.econbiz.de/10001391702

Nonparametric estimation and test for quadrant correlation in multivariate binary response models

Lee, Myoung-jae - In: Econometric reviews 18 (1999) 4, pp. 387-415

Persistent link: https://www.econbiz.de/10001413473

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