15 results
Asymptotic Properties of Restricted Maximum-Likelihood Estimator of Parameters in Censored Regression Model
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- Journal:
- Econometric Theory / Volume 5 / Issue 3 / December 1989
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- 18 October 2010, pp. 459-461
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Asymptotic Properties of Restricted Maximum-Likelihood Estimator of Parameters in Censored Regression Model
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- Econometric Theory / Volume 4 / Issue 3 / December 1988
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- 18 October 2010, pp. 535-536
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A Switching Regression Model with Imperfect Sample Separation and Several Regimes
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- Econometric Theory / Volume 5 / Issue 2 / August 1989
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- 18 October 2010, p. 319
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Estimation of Type 3 Tobit Model via the EM Algorithm
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- Econometric Theory / Volume 6 / Issue 1 / March 1990
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- 11 February 2009, pp. 113-114
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A Nonlinear Measurement Error Model with Fixed Observed X (Berkson Case)
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- Econometric Theory / Volume 11 / Issue 4 / August 1995
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- 11 February 2009, pp. 802-803
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A Nonlinear Measurement Error Model with Fixed Observed X (Berkson Case)
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- Econometric Theory / Volume 10 / Issue 1 / March 1994
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- 11 February 2009, p. 226
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Estimation of Type 3 Tobit Model via the EM Algorithm
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- Econometric Theory / Volume 7 / Issue 1 / March 1991
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- 11 February 2009, pp. 142-144
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SOLUTIONS: Equivalence between OLS and GLS Estimators for Linear Regression Models with AR(1) and MA(1) Errors
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- Econometric Theory / Volume 12 / Issue 2 / June 1996
- Published online by Cambridge University Press:
- 11 February 2009, p. 404
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Equivariance of the Maximum Likelihood (ML) Estimator in a Log-Logistic Duration Data Model with Right-Censoring
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- Journal:
- Econometric Theory / Volume 12 / Issue 5 / December 1996
- Published online by Cambridge University Press:
- 11 February 2009, pp. 867-868
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Problems: Global Concavity of the Likelihood Functions for Two Binary Choice Models
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- Econometric Theory / Volume 12 / Issue 2 / June 1996
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- 11 February 2009, p. 393
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Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model
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- Econometric Theory / Volume 13 / Issue 3 / June 1997
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- 11 February 2009, p. 464
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Coherency Conditions in a Simultaneous Equations Model with an Interval-Censored Endogenous Variable
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- Econometric Theory / Volume 13 / Issue 4 / February 1997
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- 11 February 2009, p. 605
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Equivalence Between OLS and GLSEstimators for Linear Regression Modelswith AR(1) and MA(1)Errors
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- Econometric Theory / Volume 11 / Issue 2 / February 1995
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- 11 February 2009, p. 401
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03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function—Solution
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- Econometric Theory / Volume 20 / Issue 1 / February 2004
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- 05 March 2004, pp. 225-226
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03.1.1. Deriving the Observed Information Matrix in Ordered Probit and Logit Models Using the Complete-Data Likelihood Function
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- Econometric Theory / Volume 19 / Issue 1 / February 2003
- Published online by Cambridge University Press:
- 01 February 2003, p. 225
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