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~institution:"University of New England / Department of Econometrics"
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A simple least squares covariance estimator, consistent for autocorrelated error models
Doran, Howard E.
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1998
Persistent link: https://www.econbiz.de/10000991267
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Imposing linear observation-varying equality constraints using matrix decomposition
Doran, Howard E.
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O'Donnell, Christopher John
; …
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1999
Persistent link: https://www.econbiz.de/10001489792
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Applying linear time-varying constraints to econometric models : an application of the Kalman filter
Doran, Howard E.
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Rambaldi, Alicia N.
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1995
Persistent link: https://www.econbiz.de/10000923028
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Testing for Granger non-causality in cointegrated systems made easy
Rambaldi, Alicia N.
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Doran, Howard E.
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1996
Persistent link: https://www.econbiz.de/10000942967
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An improved Heckman estimator for the Tobit model
Tessema, Getachew A.
;
Doran, Howard E.
;
Griffiths, …
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1996
Persistent link: https://www.econbiz.de/10000943972
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Application of linear time-varying constraints : a different approach
Doran, Howard E.
;
Rambaldi, Alicia N.
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1996
Persistent link: https://www.econbiz.de/10000956321
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