Similar Search Results

A simulation study of the small sample properties of the Hannan estimator of a distributed lag model when the signal-to-noise ratio is constant

Doran, H. E. - In: International economic review 15 (1974) 2, pp. 497-514

Persistent link: https://www.econbiz.de/10002080741

A spectral principal components estimator of the distributed lag model

Doran, H. E. - In: International economic review 17 (1976) 1, pp. 8-25

Persistent link: https://www.econbiz.de/10002080752

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

ʺSmallʺ or ʺlargeʺ farm : some methodological considerations

Doran, Howard E. - In: American journal of agricultural economics 67 (1985) 1, pp. 130-132

Persistent link: https://www.econbiz.de/10003532846

Multiple Minima in the Estimation of Models with Autoregressive Disturbances.

Doran, Howard; Kmenta, Jan - In: The Review of Economics and Statistics 74 (1992) 2, pp. 354-57

The problem of multiple minima obtained by using the search procedure in the context of the Cochrane-Orcutt transformation disappears when the observation set is extended to include the first observation, as proposed by Prais-Winsten. Copyright 1992 by MIT Press.

Persistent link: https://www.econbiz.de/10005075984

EXTRAPOLATION OF PURCHASING POWER PARITIES USING MULTIPLE BENCHMARKS AND AUXILIARY INFORMATION: A NEW APPROACH

Rao, D. S. Prasada; Rambaldi, Alicia; Doran, Howard - In: Review of Income and Wealth 56 (2010) s1, pp. 59-59

The paper presents an econometric framework for the construction of a consistent panel of purchasing power parities (PPPs) which makes it possible to combine all the PPP benchmark data from various phases of the International Comparison Program with the data on national price movements in the...

Persistent link: https://www.econbiz.de/10008681776