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Examining the econom(etr)ic relevance of discretizing panel data : an application to the Belgian labour market
Cahuzac, Eric - 1993
Persistent link: https://www.econbiz.de/10000874280
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Analysis and evaluation of moderator effects in regression models : state of art, alternatives and empirical example
Helm, Roland; Mark, Antje - 2008
Persistent link: https://www.econbiz.de/10003798811
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Bayesian estimation of cost functions with stochastic or exact constraints on parameters
Ilmakunnas, Pekka - 1983
Persistent link: https://www.econbiz.de/10000420377
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The structure of GMM and ML estimators in conditionally heteroskedastic models
Sabau, Hernando C. - 1987
Persistent link: https://www.econbiz.de/10000741539
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Estimation and testing in demand systems with concavity constraints
Chalfant, James Allen; White, Kenneth J. - 1987
Persistent link: https://www.econbiz.de/10000753047
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A note on maximum likelihood estimation of the rational expectations model of the term structure
Sargent, Thomas J. - 1978
Persistent link: https://www.econbiz.de/10000703080
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The maximum likelihood estimation of parameters in mixed autoregressive moving-average multivariate models
Saraçoğlu, Rüşdü - 1977
Persistent link: https://www.econbiz.de/10000703209
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Specification testing when score test statistics are identically zero : the extremum test
Lee, Lung-fei; Chesher, Andrew - 1984
Persistent link: https://www.econbiz.de/10000703503
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On the consistency of joint and paired tests for non-nested regression models
Dastoor, Noarayex K.; Dastoor, Naorayex K.; McAleer, Michael - 1986 - Rev
Persistent link: https://www.econbiz.de/10000705099
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The exact moments of a ratio of quadratic forms in normal variables
Magnus, Jan R. - 1986
Persistent link: https://www.econbiz.de/10000706568