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Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors
Yang, Lixiong - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 533-551
Persistent link: https://www.econbiz.de/10012819480
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A comparison of ordinary least squares, Kalman filtering and ordinary ridge regression
Knif, Johan - 1984
Persistent link: https://www.econbiz.de/10003604202
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Outliers in statistical data analysis
Pemajayantha, V. - 1995
Persistent link: https://www.econbiz.de/10000603553
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A test for model specification of non-linear time series regressions
Bierens, Herman J. - 1981
Persistent link: https://www.econbiz.de/10003528989
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Testing for paramenter shifts in a regression model with autocorrelated errors
Ilmakunnas, Pekka - 1982
Persistent link: https://www.econbiz.de/10013298926
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Regression by minimum sum of absolute errors: some resultats
Danao, Rolando A. - 1983
Persistent link: https://www.econbiz.de/10003522646
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Censored normal regression with measurement error on the dependent variable
Stapleton, Davis C.; Young, Douglas J. - 1981
Persistent link: https://www.econbiz.de/10003527883
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The relative efficiency of the first difference estimator in linear models with highly corelated errors
Krämer, Walter - In: Methods of operations research 47 (1983), pp. 65-74
Persistent link: https://www.econbiz.de/10003607448
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Forecasting : methods and applications
Makridakis, Spyros G.; Wheelwright, Steven C. - 1978
Persistent link: https://www.econbiz.de/10000029226