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Applying linear time-varying constraints to econometric models : with an application to demand systems
Doran, Howard E. - In: Journal of econometrics 79 (1997) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10001220085
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GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
Doran, Howard E.; Schmidt, Peter - In: Journal of econometrics 133 (2006) 1, pp. 387-409
Persistent link: https://www.econbiz.de/10003354588
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Omission of an observation from a regression analysis : a discussion on efficiency loss, with applications
Doran, Howard E. - In: Journal of econometrics 16 (1981) 3, pp. 367-374
Persistent link: https://www.econbiz.de/10002080729
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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/10002080722
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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/10002080735
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Applying linear time-varying constraints to econometric models: With an application to demand systems
Doran, Howard E.; Rambaldi, Alicia N. - In: Journal of econometrics 79 (1997) 1, pp. 83-96
Persistent link: https://www.econbiz.de/10006792630
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GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
Doran, Howard E.; Schmidt, Peter - In: Journal of econometrics 133 (2006) 1, pp. 387
Persistent link: https://www.econbiz.de/10007288075