Search Results - subject:"least squares method"

Testing The Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions

Cumby, Robert E. - 1990

This paper derives the asymptotic distribution for a vector of sample autocorrelations of regression residuals from a quite general linear model. The asymptotic distribution forms the basis for a test of the null hypothesis that the regression error follows a moving average of order q...

Persistent link: https://www.econbiz.de/10012475572

Regression and correlation analyses of a linear relation between random intervals

Gil, M.; López-García, M.; Lubiano, M.; Montenegro, Manuel - In: TEST: An Official Journal of the Spanish Society of … 10 (2001) 1, pp. 183-201

Persistent link: https://www.econbiz.de/10005613290

Estimating log models: to transform or not to transform?

Manning, Willard G.; Mullahy, John - In: Journal of health economics 20 (2001) 4, pp. 461-494

Persistent link: https://www.econbiz.de/10001592562

Assessing the least squares Monte-Carlo approach to American option valuation

Stentoft, Lars (contributor) - 2001 - [Elektronische Resource]

Persistent link: https://www.econbiz.de/10001599148

Optimal IV estimation of systems with stochastic regressors and VAR distribances with applications to dynamic systems

Mandy, David M.; Martins-Filho, Carlos - In: Econometric reviews 20 (2001) 4, pp. 485-505

Persistent link: https://www.econbiz.de/10001620910

Least squares and entropy : a penalty function perspective

Preckel, Paul V. - In: American journal of agricultural economics 83 (2001) 2, pp. 366-377

Persistent link: https://www.econbiz.de/10001621938

Estimation and inference on long-run equilibria : a simulation study

Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84

Persistent link: https://www.econbiz.de/10001582455

Finite sample efficiency of OLS in linear regression models with long-memory disturbances

Kleiber, Christian - In: Economics letters 72 (2001) 2, pp. 131-136

Persistent link: https://www.econbiz.de/10001589214

Estimating the fractional order of integration of interest rates using a wavelet OLS estimator

Tkacz, Greg (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 5 (2001) 2, pp. 19-32

Persistent link: https://www.econbiz.de/10001769739

Purchasing power parity tests in cointegrated panels

Pedroni, Peter Louis - In: The review of economics and statistics 83 (2001) 4, pp. 727-731

Persistent link: https://www.econbiz.de/10001627259