Kripfganz
2019
Generalized method of moments estimation of linear dynamic panel data models
Rotnitzky et al.
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Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data
White
1980
Partial coherence matching of synthetic seismograms with seismic traces
Lee et al.
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Sequential comparison of changes with repeated measurements data
NL8104217A
(nl )
1982-04-01
Woordherkenning.
Sigurdsson et al.
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Estimation of genetic (co) variance components for international evaluation of dairy bulls
Cribari‐Neto et al.
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Improved heteroscedasticity‐consistent covariance matrix estimators
Muraki
1999
Stepwise analysis of differential item functioning based on multiple‐group partial credit model
Fee
1968
Codex Sinaiticus in the Gospel of John: A Contribution to Methodology in establishing textual relationships
Rich et al.
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Generalized instrumental variables estimation of autoregressive conditional heteroskedastic models
Ekman et al.
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A separable nonlinear least-squares approach for identification of linear systems with errors in variables
Zacks
1970
Bayes and fiducial equivariant estimators of the common mean of two normal distributions
Watterson
1985
The genetic divergence of two populations
Conca
2000
Universally Koszul algebras
Kadane
1974
Testing a subset of the overidentifying restrictions
Krause
1972
The implications of convergent and discriminant validity data for instrument validation
Gordaliza
1991
On the breakdown point of multivariate location estimators based on trimming procedures
White
1980
In vitro induction of SCE in human lymphocytes by epichlorohydrin with and without metabolic activation
Niccoli
1975
Real money balances: an omitted variable from the production function? a comment
Barbour
1981
Brownian motion and a sharply curved boundary
Lenz et al.
1992
Computing the karhunen-loeve expansion with a parallel, unsupervised filter system
Crépon et al.
1996
The chamberlain approach
Ryan
1980
Comment on" Protecting the overall rate of Type I errors for pairwise comparisons with an omnibus test statistic": or Fisher's two-stage strategy still does not work.
Tse et al.
1997
Testing for conditional heteroscedasticity: Some Monte Carlo results
Srivastava et al.
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Properties of the mixed regression estimator when disturbances are not necessarily normal