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Constraining Kalman filter and smoothing estimates to satisfy time-varying restrictions
Doran, Howard E. - 1990
Persistent link: https://www.econbiz.de/10000796099
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Testing nonnested models
Doran, Howard E. - In: American journal of agricultural economics 75 (1993) 1, pp. 95-103
Persistent link: https://www.econbiz.de/10001141439
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Consistent oil covariance estimator and misspecification test for models with stationary errors of unspecified form
Doran, Howard E. - 1991
Persistent link: https://www.econbiz.de/10000831375
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A geometrical expository note on Hausman's specification test
Doran, Howard E. - 1990
Persistent link: https://www.econbiz.de/10000796093
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Using the Kalman filter to estimate sub-populations
Doran, Howard E. - 1990
Persistent link: https://www.econbiz.de/10000796094
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A simple least squares covariance estimator, consistent for autocorrelated error models
Doran, Howard E. - 1998
Persistent link: https://www.econbiz.de/10000991267
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Estimation under exact linear time-varying constraints, with an application to population projections
Doran, Howard E. - In: Journal of forecasting 15 (1996) 7, pp. 527-541
Persistent link: https://www.econbiz.de/10001216507
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Specification tests for the partial adjustment and adaptive expectations models
Doran, Howard E. - In: American journal of agricultural economics 70 (1988) 3, pp. 713-723
Persistent link: https://www.econbiz.de/10001054123
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Testing non-nested models
Doran, Howard E. - 1991
Persistent link: https://www.econbiz.de/10000826926
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Applied regression analysis in econometrics
Doran, Howard E. - 1989 - 1. print.
Persistent link: https://www.econbiz.de/10011520065