6 research outputs found
Optimizing in the class of Fuller modified limited information maximum likelihood estimators
- Publication venue
- Published by Elsevier Inc.
- Publication date
- 30/11/1992
- Field of study
AbstractA general class of Fuller modified maximum likelihood estimators are considered. It is shown that this class possesses finite moments. Asymptotic bias and asymptotic mean squared error are derived using small-Ï expansions. A simulation study is carried out to compare different estimators in this class with standard estimators
Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models
- Publication venue
- 'Informa UK Limited'
- Publication date
- Field of study
Comparing Several Regression Models with Unequal Variances
- Author
- Publication venue
- 'Informa UK Limited'
- Publication date
- Field of study
Relative efficiency of first difference estimator in panel data regression with serially correlated error components
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
- Author
- Publication venue
- Publication date
- Field of study
Autocorrelation, Seasonal data, Efficiency of OLSE, COTE,
Organic Chemicals
- Author
- Abbott B.J.
- Abril M.
- Adachi K.
- Adriaens P.
- Adrian N.R.
- Ahmad D.
- Allard A.
- Allard A.
- Allard A.
- Allen C.C.
- Allen J.R.
- Allen J.R.
- Allison N.
- Altenschmidt U.
- Altenschmidt U.
- An D.
- Anantharam V.
- Anderson J.J.
- Anderson R.C.
- Anthony C.
- Apajalahti J.H.A.
- Apajalahti J.H.A.
- Archelas A.
- Armengaud J.
- Asturias J.A.
- Austen R.A.
- Baggi G.
- Bak F.
- Banks R.E.
- Barnsley E.A.
- Barnsley E.A.
- Barriault D.
- Bartels I.
- Bartholomew B.A.
- Bedard D.L.
- Bedard D.L.
- Bedard D.L.
- Bedard D.L.
- Behrend C.
- Beil S.
- Belay N.
- Beller H.R.
- Beller H.R.
- Beller H.R.
- Beller H.R.
- Beller H.R.
- Bezalel L.
- Binks P.R.
- Bisaillon J.
- Blasco R.
- Blasco R.
- Blehert D.S.
- BlĂŒmel S.
- Bogan B.W.
- Bokkenheuser V.D.
- Boldrin B.
- Bouquard C.
- Boyle A.W.
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- Brune A.
- Bumpus J.A.
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- Burland S.M.
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- Campbell L.L.
- Cerniglia C.E.
- Cerniglia C.E.
- Cerniglia C.E.
- Cerniglia C.E.
- Cerniglia C.E.
- Chakrabarty A.M.
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- Kersten P.J.
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- La Roche S.D.
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- Lendenmann U.
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- Lieberman I.
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- Löffler F.E.
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- Maeda M.
- Mahaffey W.R.
- Mandelstam J.
- Mansouri S.
- Mars A.E.
- Masuda N.
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- McClay K.
- McClay K.
- McClure N.C.
- McClure N.C.
- McCormick N.G.
- McCormick N.G.
- McInerney M.J.
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- Metcalf W.W.
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- Publication venue
- 'Informa UK Limited'
- Publication date
- Field of study