| Computing the distribution of a quadratic form in normal variables
|
2002 |
Farebrother, Richard William |
| On the sensitivity of the t-statistic
|
2002 |
Magnus, Jan R. |
| Preliminary-test and Bayes estimation of a location parameter under "reflected normal" loss
|
2002 |
Giles, David E. A. |
| Determining an optimal window size for modeling volatility
|
2002 |
Yew, Xavier Chee Hoong |
| A survey of recent work on identification, estimation, and testing of structural auction models
|
2002 |
Sareen, Samita |
| Design of sample surveys across time
|
2002 |
Ghosh, Subir |
| Kernel estimation in a continuous randomized response model
|
2002 |
Ahmad, Ibrahim A. |
| Index-free, density-based multinominal choice
|
2002 |
Racine, Jeffrey |
| Improvements to the Wald test
|
2002 |
King, Maxwell L. |
| MSE performance of the double k-class estimator of each individual regression coefficient under multivariate t-errors
|
2002 |
Namba, Akio |
| Effects of a trended regressor on the efficiency properties of the least-squares and Stein-rule estimation of regression coefficients
|
2002 |
Shalabh |
| Estimating systems of stochastic coefficients regressions when some of the observations are missing
|
2002 |
Fisher, Gordon |
| Semiparametric panel data estimation : an application to immigrants' homelink effect on US producer trade flows
|
2002 |
Ullah, Aman |
| Weighting socioeconomic indicators of human development : a latent variable approach
|
2002 |
Nagar, Anirudh L. |
| Asymmetry of business cycles : the Markov-switching approach
|
2002 |
Raj, Baldev |
| Estimation under LINEX loss function
|
2002 |
Parsian, Ahmad |
| Censored additive regression models
|
2002 |
Singh, Radhey S. |
| Neyman's smooth test and its applications in econometrics
|
2002 |
Bera, Anil K. |
| Measurement of the quality of autoregressive approximation, with econometric applications
|
2002 |
Galbraith, John W. |
| Bayesian inference of a dynamic linear model with Edgeworth series disturbances
|
2002 |
Chaturvedi, Anoop |
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