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- 07-2015 A Singular Covariance Matrix
- 07-2015 The Case of an Unknown Covariance Matrix
- 07-2015 Asymptotic Normality of the Least Squares Estimator
- 07-2015 Estimation of p
- 07-2015 Feasible Generalized Least Squares Estimator
- 07-2015 A Useful Transformation for the Calculation of the Feasible Generalized Least Squares Estimator
- 07-2015 Durbin-Watson Test
- 07-2015 Joint Presence of Lagged Endogenous Variables and Serial Correlation
- 07-2015 Seemingly Unreleted Regression Model
- 07-2015 Heteroscedasticity
- 07-2015 Unrestricted Heteroscedasticity
- 07-2015 Advanced Econometrics Takeshi Amemiya
- 07-2015 Classical Least Squares Theory
- 07-2015 Model 1
- 07-2015 Implications of Linearity
- 07-2015 Matrix Notation
- 07-2015 Theory of Least Squares
- 07-2015 Least Squares Estimator of a Subset of fi
- 07-2015 The Mean and Variance of 0 and a2
- 07-2015 Definition of Best
- 07-2015 Least Squares as Best Linear Unbiased Estimator (BLUE)
- 07-2015 Model 1 with Normality
- 07-2015 Cram6r-Rao Lower Bound
- 07-2015 Least Squares Estimator as Best Unbiased Estimator (BUE)
- 07-2015 The Cramer-Rao Lower Bound for Unbiased Estimators of cr2
- 07-2015 Model 1 with Linear Constraints
- 07-2015 Constrained Least Squares Estimator (CLS)
- 07-2015 An Alternative Derivation of the Constrained Least Squares Estimator
- 07-2015 Constrained Least Squares Estimator as Best Linear Unbiased Estimator
- 07-2015 Test of Linear Hypotheses
- 07-2015 The F Test
- 07-2015 A Test of Structural Change when Variances Are Equal Suppose we have two regression regimes
- 07-2015 A Test of Structural Change when Variances Are Unequal
- 07-2015 Prediction
- 07-2015 Recent Developments in Regression Analysis
- 07-2015 Statistical Decision Theory
- 07-2015 Bayesian Solution
- 07-2015 Theil’s Corrected Я2
- 07-2015 Prediction Criterion
- 07-2015 Optimal Significance Level
- 07-2015 Ridge Regression and Stein’s Estimator
- 07-2015 Canonical Model
- 07-2015 Multicollinearity and Principal Components
- 07-2015 Stein’s Estimator: Homoscedastic Case
- 07-2015 Stein’s Estimator: Heteroscedastic Case
- 07-2015 Monte Carlo and Applications
- 07-2015 Stein’s Estimator versus Pre-Test Estimators
- 07-2015 Robust Regression
- 07-2015 Independent and Identically Distributed Case
- 07-2015 Regression Case
- 07-2015 Large Sample Theory
- 07-2015 Random Variables
- 07-2015 Distribution Function
- 07-2015 Various Modes of Convergence
- 07-2015 Laws of Large Numbers and Central Limit Theorems
- 07-2015 Relationships among lim E, AE, and plim
- 07-2015 Consistency and Asymptotic Normality of Least Squares Estimator
- 07-2015 Asymptotic Properties of Extremum Estimators
- 07-2015 General Results
- 07-2015 Asymptotic Normality
- 07-2015 Constant Variance in a Subset of the Sample
- 07-2015 General Parametric Heteroscedastidty
- 07-2015 Variance as a Linear Function of Regressors
- 07-2015 Variance as an Exponential Function of Regressors
- 07-2015 Three Error Components Models
- 07-2015 Two Error Components Model
- 07-2015 Balestra-Nerlove Model
- 07-2015 Two Error Components Model with a Serially Correlated Error
- 07-2015 Two Error Components Model with Endogenous Regressors
- 07-2015 Random Coefficients Models
- 07-2015 The Kelejian and Stephan Model
- 07-2015 Hsiao’s Model
- 07-2015 Swamy’s Model
- 07-2015 Other Models
- 07-2015 Linear Simultaneous Equations Models
- 07-2015 Full Information Maximum Likelihood Estimator
- 07-2015 Limited Information Model
- 07-2015 Limited Information Maximum Likelihood Estimator
- 07-2015 Asymptotic Distribution of the Limited Information Maximum Likelihood Estimator and the Two-Stage Least Squares Estimator
- 07-2015 Exact Distributions of the Limited Information Maximum Likelihood Estimator and the Two-Stage Least Squares Estimator
- 07-2015 Interpretations of the Two-Stage Least Squares Estimator
- 07-2015 Consider regression equations
- 07-2015 Three-Stage Least Squares Estimator
- 07-2015 Further Topics
- 07-2015 Nonlinear Simultaneous Equations Models
- 07-2015 Box-Cox Transformation
- 07-2015 Nonlinear Limited Information Maximum Likelihood Estimator
- 07-2015 Estimation in a System of Equations
- 07-2015 Nonlinear Three-Stage Least Squares Estimator
- 07-2015 Nonlinear Full Information Maximum Likelihood Estimator
- 07-2015 Tests of Hypotheses, Prediction, and Computation
- 07-2015 Prediction
- 07-2015 Qualitative Response Models
- 07-2015 Univariate Binary Models
- 07-2015 Global Concavity of the Likelihood Function in the Logit and Probit Models
- 07-2015 Iterative Methods for Obtaining the Maximum Likelihood Estimator
- 07-2015 Berkson’s Minimum Chi-Square Method
- 07-2015 Comparison of the Maximum Likelihood Estimator and the Minimum Chi-Square Estimator
- 07-2015 Tests of Hypotheses
- 07-2015 Discriminant Analysis
- 07-2015 Aggregate Prediction
- 07-2015 Multinomial Models
- 07-2015 Multinomial Logit Model
- 07-2015 Multinomial Discriminant Analysis
- 07-2015 Nested Logit Model
- 07-2015 Higher-Level Nested Logit Model
- 07-2015 Generalized Extreme-Value Model
- 07-2015 Universal Logit Model
- 07-2015 Multinomial Probit Model
- 07-2015 Sequential Probit and Logit Models
- 07-2015 Multivariate Models
- 07-2015 Multivariate Nested Logit Model
- 07-2015 Log-Linear Model
- 07-2015 Multivariate Probit Model
- 07-2015 Choice-Based Sampling
- 07-2015 Results of Manski and Lerman
- 07-2015 Results of Manski and McFadden
- 07-2015 Results of Cosslett: Part I
- 07-2015 Results of Cosslett: Part II
- 07-2015 Distribution-Free Methods
- 07-2015 Maximum Score Estimator—A Binary Case
- 07-2015 Maximum Score Estimator—A Multinomial Case
- 07-2015 Generalized Maximum Likelihood Estimator
- 07-2015 Panel Data QR Models
- 07-2015 Models with Heterogeneity
- 07-2015 Models with Heterogeneity and True State Dependence
- 07-2015 One-Factor Models
- 07-2015 Tobit Models
- 07-2015 Standard Tobit Model (Type 1 Tobit Model)
- 07-2015 Empirical Examples
- 07-2015 Properties of Estimators under Standard Assumptions
- 07-2015 Probit Maximum Likelihood Estimator
- 07-2015 Least Squares Estimator
- 07-2015 Heckman’s Two-Step Estimator
- 07-2015 Nonlinear Least Squares and Nonlinear Weighted Least Squares Estimators
- 07-2015 Tobit Maximum Likelihood Estimator
- 07-2015 The EM Algorithm
- 07-2015 Properties of the Tobit Maximum Likelihood Estimator under Nonstandard Assumptions
- 07-2015 Heteroscedasticity
- 07-2015 Serial Correlation
- 07-2015 Tests for Normality
- 07-2015 Powell’s Least Absolute Deviations Estimator
- 07-2015 Generalized Tobit Models
- 07-2015 Type 2 Tobit Model: P(y1 < 0) • P(y, > 0, y2)
- 07-2015 A Special Case of Independence
- 07-2015 Gronau’s Model
- 07-2015 Other Applications of the Type 2 Tobit Model
- 07-2015 Heckman’s Model
- 07-2015 Two-Step Estimator of Heckman
- 07-2015 Amemiya’s Least Squares and Generalized Least Squares Estimators
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