-
2
-
-
0042894013
-
Estimation of covariance matrices which are linear combinations or whose inverse are linear combinations of given matrices
-
University of North Carolina Press, Chapel Hill, NC
-
(1970)
Essays in probability and statistics
-
-
Anderson1
-
4
-
-
0001640839
-
Pooling cross section and time series data in the estimation of a dynamic model The demand for natural gas
-
(1966)
Econometrica
, vol.34
, pp. 585-612
-
-
Balestra1
Nerlove2
-
5
-
-
84914726942
-
On the application of the identifiability test statistic and its exact finite sample distribution function in predictive testing of explanatory econom ic models
-
(1965)
Unpublished manuscript
-
-
Basmann1
-
16
-
-
0000414660
-
Large sample properties of generalized method of moments estimators
-
forthcoming
-
(1982)
Econometrica
, vol.50
-
-
Hansen1
-
17
-
-
0011633930
-
Some estimation methods for a random coefficient model
-
(1975)
Econometrica
, vol.43
, pp. 305-325
-
-
Hsiao1
-
20
-
-
84914740549
-
Multiple time series models applied to panel data: Specification of a dynamic model of labor supply
-
(1979)
Unpublished manuscript
-
-
MaCurdy1
-
21
-
-
0000591339
-
The use of variance components models in pooling cross section and time series data
-
(1971)
Econometrica
, vol.39
, pp. 341-358
-
-
Maddala1
-
25
-
-
0040802556
-
Estimation of production and behavioral functions from a combination of time series and cross section data
-
C. Christ, Stanford University Press, Stanford, CA
-
(1963)
Measurement in economics
-
-
Mundlak1
-
26
-
-
0002330888
-
On the pooling of time series and cross section data
-
(1978)
Econometrica
, vol.46
, pp. 69-85
-
-
Mundlak1
-
34
-
-
0001523790
-
Efficient inference in a random coefficient regression model
-
(1970)
Econometrica
, vol.38
, pp. 311-323
-
-
Swamy1
-
37
-
-
0008260694
-
The use of error components models in combining time series with cross section data
-
(1969)
Econometrica
, vol.37
, pp. 55-72
-
-
Wallace1
Hussain2
-
39
-
-
0019172306
-
Nonlinear regression on cross section data
-
(1980)
Econometrica
, vol.48
, pp. 721-746
-
-
White1
-
40
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White1
-
41
-
-
0000833539
-
Instrumental variables regression with independent observations
-
forthcoming
-
(1982)
Econometrica
, vol.50
-
-
White1
-
42
-
-
0002050823
-
Three-stage least squares Simultaneous estimation of simultaneous equations
-
(1962)
Econometrica
, vol.30
, pp. 54-78
-
-
Zellner1
Theil2
|