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机译:空间自回归误差项下具有近单位根的线性回归的估计和检验
Department of Economics, Center for Policy Research,426 Eggers Hall, Syracuse University, Syracuse, NY 13244-1020, USA and Department of Economics, University ofLeicester, University Road, Leicester LEI 7RH;
Department of Economics, Center for Policy Research, 426 Eggers Hall, Syracuse University, Syracuse, NY 13244-1020, USA;
Department of Economics, College of Business, University of Texas at San Antonio, One UTSA Circle, TX 78249-0633, USA;
spatial autocorrelation; ordinary least squares; generalized least squares; two-stage least squares; maximum likelihood estimation;
机译:收缩估计在自回归误差线性回归模型中的应用
机译:具有空间滞后和空间误差的面板看似无关回归的最大似然估计和拉格朗日乘数检验:巴黎享乐房价的应用
机译:基于引导程序的单元根测试,用于具有GARCH(1,1)错误的高阶自回归模型
机译:具有GARCH-Skew-t误差项的时间序列的单位根检验
机译:具有自相关误差的线性回归模型中回归参数的估计
机译:具有正态和非正态误差的非线性ESTAR模型中的单位根测试和估计
机译:使用回归残差的空间自回归误差模型中的自回归参数的GMM估计
机译:具有自回归滑动平均误差的随机线性差分方程的极大似然估计。