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~institution:"Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund"
~subject:"linear regression"
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linear regression
isotonic regression
4
local linear regression
4
order restricted inference
4
Binary response model
2
Nadaraya-Watson estimator
2
effective dose level
2
nonparametric regression
2
Autoregressive errors
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Efficiency of OLS
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Level change
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Linear regression
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Linear regression model
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Signal extraction
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estimation of the slope
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exact D-optimal designs
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Dette, Holger
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Kleiber, Christian
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Kunert, Joachim
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
International Monetary Fund (IMF)
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Berkeley Electronic Press
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Nepal Rastra Bank Research Department NRB
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School of Economics and Management, University of Aarhus
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Slovensko društvo informatika
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Tilburg University, Center for Economic Research
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Exact optimal designs for weighted least squares analysis with correlated errors
Dette, Holger
;
Kunert, Joachim
-
Institut für Wirtschafts- und Sozialstatistik, …
-
2006
slope in a
linear
regression
and compare the exact D-optimal designs for weighted and ordinary least squares analysis. …
Persistent link: https://www.econbiz.de/10009216905
Saved in:
2
Finite sample efficiency of OLS in
linear
regression
models with long-memory disturbances
Kleiber, Christian
-
Institut für Wirtschafts- und Sozialstatistik, …
-
2000
OLS is as efficient as GLS in the
linear
regression
model with long-memory errors as the long-memory parameter …
Persistent link: https://www.econbiz.de/10010982356
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