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An efficient GLS estimator of triangular models with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 267-273
Persistent link: https://www.econbiz.de/10001071069
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On the efficient estimation of simultaneous equations with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10001071070
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A note on the Anderson-Hsiao estimator for panel data
Arellano, Manuel - In: Economics letters 31 (1989) 4, pp. 337-341
Persistent link: https://www.econbiz.de/10001080242
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Testing for autocorrelation in dynamic random effects models
Arellano, Manuel - In: The review of economic studies 57 (1990) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001085021
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Sargan's instrumental variables estimation and the generalized method of moments
Arellano, Manuel - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 450-459
Persistent link: https://www.econbiz.de/10001705958
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Sargan's instrumental variable estimation and GMM
Arellano, Manuel - 2001
Persistent link: https://www.econbiz.de/10001653205
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Econometric applications of positive rank-one modifications of the symmetric factorization of a positive semi-definite matrix
Sentana, Enrique - In: Spanish economic review : SER 1 (1999) 1, pp. 79-90
Persistent link: https://www.econbiz.de/10001463531
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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721
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Quadratic ARCH models
Sentana, Enrique - In: The review of economic studies 62 (1995) 4, pp. 639-661
Persistent link: https://www.econbiz.de/10001189784