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Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler

By Potscher B.M., Prucha I.R. in (2004)

Elsevier

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Aggregation of space-time processes

By Giacomini R., Granger C.W.J. in (2004)

Elsevier

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Estimation of simultaneous systems of spatially interrelated cross sectional equations

By Kelejian H.H., Prucha I.R. in (2004)

Elsevier

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Robust estimation of generalized linear models with measurement errors

By Li T., Hsiao C. in (2004)

Elsevier

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A complete class of tests when the likelihood is locally asymptotically quadratic

By Ploberger W. in (2004)

Elsevier

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Least squares in general vector spaces revisited

By Schonfeld P. in (2004)

Elsevier

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An omnibus test for the time series model AR(1)

By Anderson T.W., Lockhart R.A., Stephens M.A. in (2004)

Elsevier

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Generalized Levinson-Durbin and Burg algorithms

By Brockwell P.J., Dahlhaus R. in (2004)

Elsevier

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Bootstrapping nonparametric estimators of the volatility function

By Franke J., Neumann M.H., Stockis J.-P. in (2004)

Elsevier

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Nonlinear instrumental variable estimation of an autoregression

By Phillips P.C.B., Park J.Y., Chang Y. in (2004)

Elsevier

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