39 results
The Lower Triangular Matrix Associated with an Autoregressive Process
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- Econometric Theory / Volume 4 / Issue 3 / December 1988
- Published online by Cambridge University Press:
- 18 October 2010, p. 536
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Simultaneous Confidence Ellipsoids
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- Econometric Theory / Volume 5 / Issue 3 / December 1989
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- 18 October 2010, pp. 453-454
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Testing Linear Restrictions with Unequal Variances
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- Econometric Theory / Volume 5 / Issue 2 / August 1989
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- 18 October 2010, pp. 324-326
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Unbiased Prediction in a Simple Simultaneous Equations Model
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- Econometric Theory / Volume 5 / Issue 2 / August 1989
- Published online by Cambridge University Press:
- 18 October 2010, p. 320
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Testing Linear Restrictions with Unequal Variances
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- Journal:
- Econometric Theory / Volume 4 / Issue 2 / August 1988
- Published online by Cambridge University Press:
- 18 October 2010, p. 349
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A Switching Regression Model with Imperfect Sample Separation and Several Regimes
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- Econometric Theory / Volume 6 / Issue 2 / June 1990
- Published online by Cambridge University Press:
- 11 February 2009, pp. 287-288
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An Alternative Representation of the Hadamard Product
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- Econometric Theory / Volume 12 / Issue 1 / March 1996
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- 11 February 2009, p. 200
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A Simple Bayesian Estimation Problem with Laplace Disturbances and Absolute-Error Loss Function–Solution
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- Econometric Theory / Volume 7 / Issue 1 / March 1991
- Published online by Cambridge University Press:
- 11 February 2009, pp. 140-141
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Matrix Results Associated with Aitken's Generalization of the Gauss-Markov Theorem
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- Econometric Theory / Volume 11 / Issue 3 / June 1995
- Published online by Cambridge University Press:
- 11 February 2009, p. 639
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Proving the Gauss–Markov Theorem without Using the Explicit Functional Form of the OLS Estimator in the CLR Model
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- Econometric Theory / Volume 12 / Issue 5 / December 1996
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- 11 February 2009, pp. 874-876
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A Best Linear Unbiased Estimator of Rβ with a Scalar Variance Matrix
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- Econometric Theory / Volume 6 / Issue 4 / December 1990
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- 11 February 2009, p. 490
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Seemingly Unrelated Regression Equations with No Contemporaneous Observations
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- Econometric Theory / Volume 9 / Issue 2 / April 1993
- Published online by Cambridge University Press:
- 11 February 2009, pp. 325-326
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The Moore-Penrose Generalized Inverse of aSymmetric Matrix
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- Econometric Theory / Volume 11 / Issue 4 / August 1995
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- 11 February 2009, p. 796
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Multivariate Regression Subject to Orthogonality Conditions
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- Econometric Theory / Volume 13 / Issue 5 / October 1997
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- 11 February 2009, p. 758
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The Characteristic Function of a Simple Random Walk Test Statistic
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- Econometric Theory / Volume 7 / Issue 4 / December 1991
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- 11 February 2009, pp. 546-548
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A Simple Bayesian Estimation Problem with Laplace Disturbances and Absolute-Error Loss Function
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- Econometric Theory / Volume 6 / Issue 1 / March 1990
- Published online by Cambridge University Press:
- 11 February 2009, p. 113
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A Class of Bivariate Density Functions with Common Marginals
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- Econometric Theory / Volume 9 / Issue 1 / January 1993
- Published online by Cambridge University Press:
- 11 February 2009, pp. 148-149
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Nonlinear transformations of LUS residuals
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- Econometric Theory / Volume 9 / Issue 3 / June 1993
- Published online by Cambridge University Press:
- 11 February 2009, p. 524
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Characterization of an orthogonal projection matrix
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- Econometric Theory / Volume 9 / Issue 3 / June 1993
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- 11 February 2009, pp. 523-524
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The Characteristic Function of a Simple Random Walk Test Statistic
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- Journal:
- Econometric Theory / Volume 6 / Issue 3 / September 1990
- Published online by Cambridge University Press:
- 11 February 2009, pp. 405-406
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