Limited information Bayesian analysis of a structural coefficient in a simultaneous equations systemTSURUMI, H.Communications in statistics. Theory and methods. 1985, Vol 14, Num 5, issn 0361-0926Article

Instrumental-variable estimation of an error-components modelAMEMIYA, T; MACURDY, T. E.Econometrica. 1986, Vol 54, Num 4, pp 869-880, issn 0012-9682Article

Estimation of simultaneous equation models with error components structureJAYALAKSHMI KRISHNAKUMAR.Lecture notes in economics and mathematical systems. 1988, Vol 312, issn 0075-8442, Y-357 pSerial Issue

Reduced form estimation and prediction from uncertain structural models: a generic approachESFANDIAR MAASOUMI.Journal of econometrics. 1986, Vol 31, Num 1, pp 3-29, issn 0304-4076Article

On the maximum-entropy approach to undersized samplesFIEBIG, D. G.Applied mathematics and computation. 1984, Vol 14, Num 3, pp 301-312, issn 0096-3003Article

Estimating dynamic random effects models from panel data covering short time periodsBHARGAVA, A; SARGAN, J. D.Econometrica. 1983, Vol 51, Num 6, pp 1635-1659, issn 0012-9682Article

The Cowles Commission in Chicago, 1939-1955HILDRETH, C.Lecture notes in economics and mathematical systems. 1986, Num 271, issn 0075-8442, 176 p.Serial Issue

Third-order efficiency of the extended maximum likelihood estimators in a simultaneous equation systemTAKEUCHI, K; MORIMUNE, K.Econometrica. 1985, Vol 53, Num 1, pp 177-200, issn 0012-9682Article

Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methodsZELLNER, A; BAUWENS, L; CAN DIJK, H. K et al.Journal of econometrics. 1988, Vol 38, Num 1-2, pp 39-72, issn 0304-4076Article

Some applications for Basu's independence theorem in testing econometric modelsPHILLIPS, G. D. A; MCCABE, B. P. M.Statistica neerlandica. 1988, Vol 42, Num 1, pp 37-46, issn 0039-0402Article

A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometricsKUNITOMO, N.Annals of the Institute of Statistical Mathematics. 1987, Vol 39, Num 3, pp 575-591, issn 0020-3157Article

Score tests for zero covariances in recursive linear models for grouped or censored dataCHESHER, A.Journal of econometrics. 1985, Vol 28, Num 3, pp 291-305, issn 0304-4076Article

Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samplesKIVIET, J. F.Journal of econometrics. 1985, Vol 28, Num 3, pp 327-362, issn 0304-4076Article

Conditions for identification in nonparametric and parametric modelsROEHRIG, C. S.Econometrica. 1988, Vol 56, Num 2, pp 433-447, issn 0012-9682Article

Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variablesBEKKER, P; KAPTEYN, A; WANSBEEK, T et al.Econometrica. 1987, Vol 55, Num 5, pp 1223-1230, issn 0012-9682Article

Forecast variance in dynamic simulation of simultaneous equation modelsCALZOLARI, G.Econometrica. 1987, Vol 55, Num 6, pp 1473-1476, issn 0012-9682Article

Identification of linear stochastic models with covariance restrictionsBEKKER, P. A; POLLOCK, D. S. G.Journal of econometrics. 1986, Vol 31, Num 2, pp 179-208, issn 0304-4076Article

Testing for heteroscedasticity in a dynamic simultaneous equation modelTSE, Y. K; PHOON, C. T.Communications in statistics. Theory and methods. 1985, Vol 14, Num 6, pp 1283-1300, issn 0361-0926Article

The bias of instrumental variable estimatorsBUSE, A.Econometrica. 1992, Vol 60, Num 1, pp 173-180, issn 0012-9682Article

Ordinary least squares estimation of simultaneous equation systems with trended data: further resultsKRAMER, W.Communications in statistics. Theory and methods. 1985, Vol 14, Num 8, pp 1997-2005, issn 0361-0926Article

Resistant estimation for simultaneous-equations models using weighted instrumental variablesKRASKER, W. S; WELSCH, R. E.Econometrica. 1985, Vol 53, Num 6, pp 1475-1488, issn 0012-9682Article

Une présentation unifiée des tests d'exogénéité dans les modèles à équations simultanées = A unified presentation of tests of exogeneity in simultaneous equation modelsHOLLY, A.Annales de l'I.N.S.E.E. 1983, Num 50, pp 3-23, issn 0019-0209Article

Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior densityRICHARD, J. F; STEEL, M. F. J.Journal of econometrics. 1988, Vol 38, Num 1-2, pp 7-37, issn 0304-4076Article

Bayesian estimation of odds ratios under prior hypotheses of independence and exchangeabilityALBERT, J. H.Journal of statistical computation and simulation (Print). 1987, Vol 27, Num 3, pp 251-268, issn 0094-9655Article

Confidence regions for multipliers in linear dynamic modelsEVANS, L; WELLS, G.Econometrica. 1986, Vol 54, Num 3, pp 699-706, issn 0012-9682Article