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Kalman filtering estimation of unobserved rational expectations with an application to the German hyperinflation
Burmeister, Edwin; Wall, Kent D. - In: Journal of Econometrics 20 (1982) 2, pp. 255-284
Persistent link: https://www.econbiz.de/10005192326
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Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity
Belsley, David A. - In: Journal of Econometrics 16 (1981) 1, pp. 167-167
Persistent link: https://www.econbiz.de/10005285334
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Editor's introduction
Belsley, David A. - In: Journal of Econometrics 38 (1988) 1-2, pp. 3-5
Persistent link: https://www.econbiz.de/10005285401
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Conditioning in models with logs
Belsley, David A. - In: Journal of Econometrics 38 (1988) 1-2, pp. 127-143
Persistent link: https://www.econbiz.de/10005285444
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Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise
Belsley, David A. - In: Journal of Econometrics 20 (1982) 2, pp. 211-253
Persistent link: https://www.econbiz.de/10005285756
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On the efficient computation of the nonlinear full-information maximum-likelihood estimator
Belsley, David A. - In: Journal of Econometrics 14 (1980) 2, pp. 203-225
Persistent link: https://www.econbiz.de/10005192232