✦ LIBER ✦

Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables

✍ Scribed by Russell Davidson; James G. MacKinnon

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Hypothesis testing in regression models

✍ D. Prescott; T. Stengos 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 335 KB

The properties of some covariance matrix

✍ Shigetaka Miyazaki; William E. Griffiths 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 289 KB

An examination of two-step estimators fo

✍ Thomas B. Fomby; David K. Guilkey 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 594 KB

Robust Kalman filter and smoother for er

✍ Jaafar Almutawa 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 194 KB