Narrow search
Showing 1 - 10 of 10
Cover Image
A modified Hannan inefficient procedure for causal systems
Nachane, D. M. - In: Journal of quantitative economics : official journal of … 13 (1997) 2, pp. 63-80
Persistent link: https://www.econbiz.de/10001351673
Cover Image
A new test for overidentification
Kakwani, Nanak; Sowey, Eric R. - In: Journal of quantitative economics : official journal of … 13 (1997) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10001351837
Cover Image
Estimation of the standard error of the Gini Coefficient from grouped frequency distribution
Rao, D. N. - In: Journal of quantitative economics : official journal of … 8 (1992) 2, pp. 419-432
Persistent link: https://www.econbiz.de/10001144141
Cover Image
Linearized limited information estimation of nonlinear simultaneous equations systems
Bera, Anil K. - In: Journal of quantitative economics : official journal of … 6 (1990) 2, pp. 289-309
Persistent link: https://www.econbiz.de/10001100166
Cover Image
The risk properties of a pre-test estimator for Zellner's seemingly unrelated regression model
Özçam, Ahmet (contributor) - In: Journal of quantitative economics : official journal of … 9 (1993) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10001147611
Cover Image
Empirical Bayes approximations to MELO estimators for ratios of multiple regression coefficients
Singh, Radhey S. - In: Journal of quantitative economics : official journal of … 12 (1996) 2, pp. 43-56
Persistent link: https://www.econbiz.de/10001227448
Cover Image
On the consistency of joint and paired tests for non-nested regression models
Dastoor, Naorayex K. - In: Journal of quantitative economics : official journal of … 3 (1987) 1, pp. 65-84
Persistent link: https://www.econbiz.de/10001056561
Cover Image
Random number generation and some econometric application
Singh, Chatter - In: Journal of quantitative economics : official journal of … 2 (1986) 2, pp. 309-318
Persistent link: https://www.econbiz.de/10001056661
Cover Image
Efficient estimation and testing of regressions with a serially correlated error component
King, Maxwell L. - In: Journal of quantitative economics : official journal of … 2 (1986) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10001056666
Cover Image
Testing Hildreth-Houck against return to normalcy random regression coefficients
Brooks, Robert - In: Journal of quantitative economics : official journal of … 10 (1994) 1, pp. 33-52
Persistent link: https://www.econbiz.de/10001177303