Narrow search
Showing 1 - 10 of 44,548
Cover Image
The effects of autocorrelation among errors on the consistency property of OLS variance estimator
Sharma, Subhash Chandra - In: Journal of econometrics 27 (1985) 3, pp. 335-361
Persistent link: https://www.econbiz.de/10002800553
Cover Image
A note on the relative efficiency of the Cochrane-Orcutt and OLS estimators when the autocorrelation process has a finite past
Thornton, Daniel L. - 1984
Persistent link: https://www.econbiz.de/10002907478
Cover Image
Asymptotic bias of the least squares estimator for multivariate autoregressive models
Yamamoto, Taku; Kunitomo, Naoto - 1982
Persistent link: https://www.econbiz.de/10003579182
Cover Image
A spatial autoregressive model for compositional data
Thi Huong An Nguyen; Thomas-Agnan, Christine; Laurent, … - 2019
Persistent link: https://www.econbiz.de/10012181942
Cover Image
Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
Liu, Xiaodong; Lee, Lung-fei - In: Econometric reviews 32 (2013) 5/6, pp. 734-753
Persistent link: https://www.econbiz.de/10009758624
Cover Image
On the least squares estimation of multiple-regime threshold autoregressive models
Li, Dong - In: Journal of econometrics 167 (2012) 1, pp. 240-253
Persistent link: https://www.econbiz.de/10009551421
Cover Image
Estimating autocorrelations in the presence of deterministic trends
Wang, Shin-huei; Hafner, Christian M. - In: Journal of time series econometrics 3 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009623568
Cover Image
A note on 2SLS estimation of the mixed regressive spatial autoregressive model
Liu, Long - In: Economics letters 134 (2015), pp. 49-52
Persistent link: https://www.econbiz.de/10011432222
Cover Image
LASSO estimation of threshold autoregressive models
Chan, Ngai Hang; Yau, Chun Yip; Zhang, Rong-Mao - In: Journal of econometrics 189 (2015) 2, pp. 285-296
Persistent link: https://www.econbiz.de/10011504532
Cover Image
Estimation of spatial autoregressions with stochastic weight matrices
Gupta, Abhimanyu - 2015
Persistent link: https://www.econbiz.de/10011393188