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An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
Judge, G. G.; Hill, R. Carter; Bock, M. E. - In: Journal of Econometrics 44 (1990) 1-2, pp. 189-213
Persistent link: https://www.econbiz.de/10005192227
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The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors
Griffiths, W.E.; Beesley, P.A.A. - In: Journal of Econometrics 25 (1984) 1-2, pp. 49-61
Persistent link: https://www.econbiz.de/10005192948
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On the relative efficiency of estimators which include the initial observations in the estimation of seemingly unrelated regressions with first-order autoregressive disturbances
Doran, H. E.; Griffiths, W. E. - In: Journal of Econometrics 23 (1983) 2, pp. 165-191
Persistent link: https://www.econbiz.de/10005285917
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Inconsistency of the OLS estimator of the partial adjustment-adaptive expectations model
Doran, H. E.; Griffiths, W. E. - In: Journal of Econometrics 7 (1978) 2, pp. 133-146
Persistent link: https://www.econbiz.de/10005238969
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A Monte Carlo evaluation of the power of some tests for heteroscedasticity
Griffiths, W. E.; Surekha, K. - In: Journal of Econometrics 31 (1986) 2, pp. 219-231
Persistent link: https://www.econbiz.de/10005239008
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Estimating variable returns to scale production frontiers with alternative stochastic assumptions
Griffiths, William E.; O'Donnell, Christopher J. - In: Journal of Econometrics 126 (2005) 2, pp. 385-409
Persistent link: https://www.econbiz.de/10005122595
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Bayesian estimation of a random coefficient model
Griffiths, William E.; Drynan, Ross G.; Prakash, Surekha - In: Journal of Econometrics 10 (1979) 2, pp. 201-220
Persistent link: https://www.econbiz.de/10005122658
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Improved prediction in the presence of multicollinearity
Carter Hill, R.; Judge, George - In: Journal of Econometrics 35 (1987) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10005285643