Search Results - subject:"multivariate regression"

Principais determinantes do preço do frete rodoviário para o transporte de soja em grãos em diferentes estados brasileiros : uma análise econométrica

Corrêa Junior, Goncilio; Caixeta Filho, José Vicente - In: Economia aplicada : EA 7 (2003) 1, pp. 187-211

Persistent link: https://www.econbiz.de/10001798682

A model-free test for reduced rank in multivariate regression

Cook, R. Dennis; Setodji, C. Messan - In: Journal of the American Statistical Association : JASA 98 (2003) 462, pp. 340-351

Persistent link: https://www.econbiz.de/10001785231

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

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

Estimating seemingly unrelated regression models with vector autoregressive disturbances

Foschi, Paolo; Kontoghiorghes, Erricos John - In: Journal of economic dynamics & control 28 (2003) 1, pp. 27-44

Persistent link: https://www.econbiz.de/10001794313

Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models

Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - In: Oxford bulletin of economics and statistics 65 (2003) suppl, pp. 891-906

Persistent link: https://www.econbiz.de/10001860218

A note on joint estimation of common cycles and common trends in nonstationary multivariate systems

Kapetanios, George (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001866987

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

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