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Imposing linear observation-varying equality constraints using matrix decomposition
Doran, Howard E.; O'Donnell, Christopher John; … - 1999
Persistent link: https://www.econbiz.de/10001489792
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Multiple minima in the estimation of models with autoregressive disturbances
Doran, Howard E.; Kmenta, Jan - 1990
Persistent link: https://www.econbiz.de/10000796104
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Applying linear time-varying constraints to econometric models : an application of the Kalman filter
Doran, Howard E.; Rambaldi, Alicia N. - 1995
Persistent link: https://www.econbiz.de/10000923028
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Testing for Granger non-causality in cointegrated systems made easy
Rambaldi, Alicia N.; Doran, Howard E. - 1996
Persistent link: https://www.econbiz.de/10000942967
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An improved Heckman estimator for the Tobit model
Tessema, Getachew A.; Doran, Howard E.; Griffiths, … - 1996
Persistent link: https://www.econbiz.de/10000943972
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Application of linear time-varying constraints : a different approach
Doran, Howard E.; Rambaldi, Alicia N. - 1996
Persistent link: https://www.econbiz.de/10000956321
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Estimating economic relationships subject to firm- and time-varying equality and inequality constraints
O'Donnell, Christopher John; Rambaldi, Alicia N.; … - In: Journal of applied econometrics 16 (2001) 6, pp. 709-726
Persistent link: https://www.econbiz.de/10001631967
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Imposing observation-varying equality constraints using generalised restricted least squares
Doran, Howard E.; O'Donnell, Christopher John; … - 2003
Persistent link: https://www.econbiz.de/10001778587
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Applying linear time-varying constraints to econometric models : with an application to demand systems
Doran, Howard E. - In: Journal of econometrics 79 (1997) 1, pp. 83-95
Persistent link: https://www.econbiz.de/10001220085