Problems
Variable Addition Test
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- 11 February 2009, pp. 145-146
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The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix
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- 11 February 2009, p. 314
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Miscellanea
Median Unbiasedness of Estimators of Panel Data Censored Regression Models
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- 11 February 2009, pp. 499-503
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Problems
Nested Effects
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- 11 February 2009, pp. 687-688
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Efficiency as Correlation
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- 11 February 2009, p. 146
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Trace Minimization of Singular Systems with Cross-Equation Restrictions
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- 11 February 2009, pp. 314-315
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Miscellanea
On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables
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- 11 February 2009, pp. 504-515
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Problems
Yule-Walker Prediction Error in a Random Walk Model
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- 11 February 2009, pp. 688-689
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Solutions
A Derivation of the Limited Information Maximum Likelihood Estimator
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- 11 February 2009, pp. 315-316
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Problems
An Alternative Derivation of the Likelihood Function for Heckman's Endogenous Dummy Variable Model
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- 11 February 2009, pp. 146-147
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Reduced Rank Regression Asymptotics in Multivariate Regression
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- 11 February 2009, p. 689
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Photograph Section
The Economic Modelling Bureau of Australia: Conferences and Training Courses in Modelling and Econometrics
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- 11 February 2009, pp. 517-519
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Solutions
Can More Information Make You Worse Off??
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- 11 February 2009, pp. 147-148
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Problems
Nonlinear Testing and Forecasting Asympotics with Potential Rank Failure
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- 11 February 2009, pp. 689-690
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MINQUE under Heteroskedasticity
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- 11 February 2009, p. 521
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Solutions
The Three-Choice Multinomial Probit with Selectivity Corrections
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- 11 February 2009, pp. 316-322
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Instrumental Variables Estimator and Admissibility
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- 11 February 2009, p. 148
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Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
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- 11 February 2009, pp. 322-323
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Problems
ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
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- 11 February 2009, pp. 521-522
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Characterization of a Projector
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- 11 February 2009, p. 689
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