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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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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