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Heteroskedasticity
Griffiths, William E. - 1999
Persistent link: https://www.econbiz.de/10001425104
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Bayesian predictors for an AR(1) error model
Griffiths, William E. - 1994
Persistent link: https://www.econbiz.de/10000895578
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A forecasting comparison of classical and Bayesian methods for modelling logistic diffusion
Bewley, Ronald A.; Griffiths, William E. - 1999
Persistent link: https://www.econbiz.de/10001425097
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Flexible distributed lags
Duangkamon Chotikapanich; Griffiths, William E. - 1999
Persistent link: https://www.econbiz.de/10001425103
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Finite sample inference in the SUR model
Duangkamon Chotikapanich; Griffiths, William E. - 1999
Persistent link: https://www.econbiz.de/10001425105
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A sample size requirement for SUR estimation
Griffiths, William E.; Duangkamon Chotikapanich - 1999
Persistent link: https://www.econbiz.de/10001425108
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Including prior information in probit model estimation
Griffiths, William E.; Hill, Rufus Carter; O'Donnell, … - 1999
Persistent link: https://www.econbiz.de/10001489780
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Estimating Lorenz curves using a Dirichlet distribution
Duangkamon Chotikapanich; Griffiths, William E. - 1999
Persistent link: https://www.econbiz.de/10001489784
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On calculation of the extended gini coefficient
Duangkamon Chotikapanich; Griffiths, William E. - 1999
Persistent link: https://www.econbiz.de/10001491227
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Testing and estimating location vectors under heteroskedasticity
Griffiths, William E.; Judge, George G. - 1989
Persistent link: https://www.econbiz.de/10000795979