Narrow search
Showing 1 - 10 of 70
Cover Image
Seemingly unrelated regression equations models : estimation and inference
Srivastava, Virendra K.; Giles, David E. A.; Giles, … - 1987
Persistent link: https://www.econbiz.de/10000092042
Cover Image
Robust covariance matrix estimation for high-dimensional compositional data with application to sales data analysis
Li, Danning; Srinivasan, Arun; Chen, Qian; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1090-1100
Persistent link: https://www.econbiz.de/10014448566
Cover Image
The exact distribution of r 2 when the regression disturbances are autocorrelated
Carrodus, Mark L. - 1991
Persistent link: https://www.econbiz.de/10000830383
Cover Image
Prices indices : systems estimation and tests
Giles, David E. A. - 1991
Persistent link: https://www.econbiz.de/10000831014
Cover Image
Testing for ARCH-GARCH errors in a mis-specified regression
Giles, David E. A.; Giles, Judith A.; Wong, Jason - 1992
Persistent link: https://www.econbiz.de/10000835468
Cover Image
Pre-test estimation and testing in econometrics : recent developments
Giles, Judith A. - 1992
Persistent link: https://www.econbiz.de/10000835930
Cover Image
Causality, unit roots and export-led growth : the New Zealand experience
Giles, David E. A.; Giles, Judith A.; McCann, Ewen - 1992
Persistent link: https://www.econbiz.de/10000839693
Cover Image
An unbiased estimator of the covariance matrix of the mixed regression estimator
Giles, David E. A.; Srivastava, Virendra K. - 1989
Persistent link: https://www.econbiz.de/10000803332
Cover Image
Some consequences of applying the Goldfeld-Quandt test to mis-specified regression models
Giles, David E. A.; Saxton, Guy N. - 1990
Persistent link: https://www.econbiz.de/10000805008
Cover Image
The exact distribution of a least squares regression coefficient estimator after a preliminary t-test
Giles, David E. A.; Srivastava, Virendra K. - 1990
Persistent link: https://www.econbiz.de/10000805012