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Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest, и . Econometrica, 67 (3): 639--643 (121 05 1999)doi: 10.1111/1468-0262.00040.The exact multi-period mean-square forecast error for the first-order autoregressive model, , и . Journal of Econometrics, 39 (3): 327--346 (ноября 1988)On Differentiating Eigenvalues and Eigenvectors. Econometric Theory, 1 (2): pp. 179-191 (1985)On the sensitivity of the usual t- and F-tests to covariance misspecification, и . Journal of Econometrics, 95 (1): 157--176 (марта 2000)The Missing Tablet: Comment on Peter Kennedy's Ten Commandments. Journal of Economic Surveys, 16 (4): 605--609 (244 09 2002)doi: 10.1111/1467-6419.00181.Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix. Journal of Econometrics, 7 (3): 281--312 (апреля 1978)Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market., , и . Comput. Stat. Data Anal., 55 (3): 1331-1341 (2011)Consistent maximum-likelihood estimation with dependent observations : The general (non-normal) case and the normal case, и . Journal of Econometrics, 32 (2): 253--285 (июля 1986)The sensitivity of OLS when the variance matrix is (partially) unknown, и . Journal of Econometrics, 92 (2): 295--323 (октября 1999)The exact moments of a ratio of quadratic forms in normal variables. Annales D'Économie et de statistique, (1986)