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Estimation of the Covariance Matrix of the Least Squares regression Coefficients when the Disturbance Covariance Matrix is of Unknown Form.
Keener, R.W.; Kmenta, J.; Weber, N.C. - Michigan - Center for Research on Economic & Social Theory - 1990
Persistent link: https://www.econbiz.de/10005487039
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Multiple Minima in the Estimation of Models with Autoregressive Disturbances.
Doran, H.; Kmenta, J. - Michigan - Center for Research on Economic & Social Theory - 1991
Persistent link: https://www.econbiz.de/10005671909
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ECONOMIC AND FINANCIAL DATA AS NONLINEAR PROCESSES
Ramsey, James B. - C.V. Starr Center for Applied Economics, Department of … - 1988
Persistent link: https://www.econbiz.de/10005826914
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CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS
Ramsey, James B.; Rothman, Philip - C.V. Starr Center for Applied Economics, Department of … - 1988
Persistent link: https://www.econbiz.de/10005264398