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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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The Computation of Opportunity Costs in Polytomous Choice Models with Selectivity.
Lee, L.F. - Michigan - Center for Research on Economic & Social Theory - 1993
Persistent link: https://www.econbiz.de/10005487043
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A SIMPLE, CONSISTENT ESTIMATOR FOR DISTURBANCE COMPONENTS IN FINANCIAL MODELS
LEVINSOHN, J.; MACKIE-MASON, J. - Michigan - Center for Research on Economic & Social Theory - 1989
Persistent link: https://www.econbiz.de/10005781175
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Semiparametric Minimum-Distance Estimation.
Lee, L.F. - Michigan - Center for Research on Economic & Social Theory - 1991
Persistent link: https://www.econbiz.de/10005646588
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Consistent Estimation of Linear and Nonlinear Errors-in- variables Models with Validation Information.
Lee, L.F.; Sepanski, J.H. - Michigan - Center for Research on Economic & Social Theory - 1992
Persistent link: https://www.econbiz.de/10005646623
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GOODNESS-OF-FIT OPTIMIZING MODELS.
VARIAN, H.R. - Michigan - Center for Research on Economic & Social Theory - 1989
Persistent link: https://www.econbiz.de/10005646630
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Simulated Maximum Likelihood Estimation of Discrete Models With Group Data.
Lee, L.F. - Michigan - Center for Research on Economic & Social Theory - 1993
Persistent link: https://www.econbiz.de/10005646633
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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