Liu, Congmin; Sun, Zhuowei; Cao, Hongyuan Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models. (English) Zbl 07784491 Electron. J. Stat. 17, No. 2, 3103-3142 (2023). MSC: 62G05 62G20 62G15 PDFBibTeX XMLCite \textit{C. Liu} et al., Electron. J. Stat. 17, No. 2, 3103--3142 (2023; Zbl 07784491) Full Text: DOI arXiv Link
MacKinnon, James G. Using large samples in econometrics. (English) Zbl 07704478 J. Econom. 235, No. 2, 922-926 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{J. G. MacKinnon}, J. Econom. 235, No. 2, 922--926 (2023; Zbl 07704478) Full Text: DOI
Groß, Jürgen; Möller, Annette A note on Cohen’s \(d\) from a partitioned linear regression model. (English) Zbl 1514.62129 J. Stat. Theory Pract. 17, No. 2, Paper No. 22, 11 p. (2023). MSC: 62J05 62H15 PDFBibTeX XMLCite \textit{J. Groß} and \textit{A. Möller}, J. Stat. Theory Pract. 17, No. 2, Paper No. 22, 11 p. (2023; Zbl 1514.62129) Full Text: DOI arXiv
MacEachern, Steven N.; Miyawaki, Koji A regression approach to the two-dataset problem. (English) Zbl 07634802 Statistics 56, No. 6, 1225-1241 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. N. MacEachern} and \textit{K. Miyawaki}, Statistics 56, No. 6, 1225--1241 (2022; Zbl 07634802) Full Text: DOI arXiv
Jiang, Bo; Liu, Ming; Tian, Yongge On two correlated linear models with common and different parameters. (English) Zbl 1524.62256 Math. Slovaca 72, No. 5, 1355-1374 (2022). MSC: 62H12 62J05 15A10 62J10 PDFBibTeX XMLCite \textit{B. Jiang} et al., Math. Slovaca 72, No. 5, 1355--1374 (2022; Zbl 1524.62256) Full Text: DOI
Goodman-Bacon, Andrew Difference-in-differences with variation in treatment timing. (English) Zbl 07414291 J. Econom. 225, No. 2, 254-277 (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Goodman-Bacon}, J. Econom. 225, No. 2, 254--277 (2021; Zbl 07414291) Full Text: DOI
Waggoner, Philip D. A simple method for purging mediation effects. (English) Zbl 1437.62294 J. Stat. Theory Pract. 14, No. 2, Paper No. 25, 12 p. (2020). MSC: 62J12 62-08 62P25 PDFBibTeX XMLCite \textit{P. D. Waggoner}, J. Stat. Theory Pract. 14, No. 2, Paper No. 25, 12 p. (2020; Zbl 1437.62294) Full Text: DOI
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier A diagnostic criterion for approximate factor structure. (English) Zbl 1452.62909 J. Econom. 212, No. 2, 503-521 (2019). MSC: 62P20 62H25 PDFBibTeX XMLCite \textit{P. Gagliardini} et al., J. Econom. 212, No. 2, 503--521 (2019; Zbl 1452.62909) Full Text: DOI arXiv Link
Korobilis, Dimitris; Pettenuzzo, Davide Adaptive hierarchical priors for high-dimensional vector autoregressions. (English) Zbl 1452.62653 J. Econom. 212, No. 1, 241-271 (2019). MSC: 62M10 62F15 62P20 PDFBibTeX XMLCite \textit{D. Korobilis} and \textit{D. Pettenuzzo}, J. Econom. 212, No. 1, 241--271 (2019; Zbl 1452.62653) Full Text: DOI Link
Tielens, Joris; Van Hove, Jan The Amiti-Weinstein estimator: an equivalence result. (English) Zbl 1398.62327 Econ. Lett. 151, 19-22 (2017). MSC: 62P05 91G40 62J05 PDFBibTeX XMLCite \textit{J. Tielens} and \textit{J. Van Hove}, Econ. Lett. 151, 19--22 (2017; Zbl 1398.62327) Full Text: DOI
Kala, Radosław; Puntanen, Simo; Tian, Yongge Some notes on linear sufficiency. (English) Zbl 1357.62240 Stat. Pap. 58, No. 1, 1-17 (2017). MSC: 62J05 62J10 PDFBibTeX XMLCite \textit{R. Kala} et al., Stat. Pap. 58, No. 1, 1--17 (2017; Zbl 1357.62240) Full Text: DOI
Ventosa-Santaulària, Daniel; Noriega, Antonio E. A simple solution for spurious regressions. (English) Zbl 1348.62054 Commun. Stat., Theory Methods 45, No. 19, 5561-5583 (2016). MSC: 62F03 62F05 62J05 91B84 PDFBibTeX XMLCite \textit{D. Ventosa-Santaulària} and \textit{A. E. Noriega}, Commun. Stat., Theory Methods 45, No. 19, 5561--5583 (2016; Zbl 1348.62054) Full Text: DOI
Somaini, Paulo; Wolak, Frank A. An algorithm to estimate the two-way fixed effects model. (English) Zbl 1345.62103 J. Econom. Methods 5, No. 1, 143-152 (2016). MSC: 62J05 62P20 91B84 PDFBibTeX XMLCite \textit{P. Somaini} and \textit{F. A. Wolak}, J. Econom. Methods 5, No. 1, 143--152 (2016; Zbl 1345.62103) Full Text: DOI
Juselius, Katarina Haavelmo’s probability approach and the cointegrated VAR. (English) Zbl 1441.62028 Econom. Theory 31, No. 2, 213-232 (2015). MSC: 62-03 62M10 62P20 PDFBibTeX XMLCite \textit{K. Juselius}, Econom. Theory 31, No. 2, 213--232 (2015; Zbl 1441.62028) Full Text: DOI
Markiewicz, Augustyn; Puntanen, Simo All about the \(\bot\) with its applications in the linear statistical models. (English) Zbl 1308.62145 Open Math. 13, 33-50 (2015). MSC: 62J05 62H12 15B99 15A09 PDFBibTeX XMLCite \textit{A. Markiewicz} and \textit{S. Puntanen}, Open Math. 13, 33--50 (2015; Zbl 1308.62145) Full Text: DOI
Castle, Jennifer L.; Doornik, Jurgen A.; Hendry, David F.; Nymoen, Ragnar Misspecification testing: non-invariance of expectations models of inflation. (English) Zbl 1491.62192 Econom. Rev. 33, No. 5-6, 553-574 (2014). MSC: 62P20 62J05 62M10 62M20 91B84 PDFBibTeX XMLCite \textit{J. L. Castle} et al., Econom. Rev. 33, No. 5--6, 553--574 (2014; Zbl 1491.62192) Full Text: DOI Link
Belov, A. G.; Shchedrin, B. M. Linear estimation with regressor decomposition. (English. Russian original) Zbl 1327.62400 Comput. Math. Model. 25, No. 1, 79-86 (2014); translation from Prikl. Mat. Inf. 42, 83-90 (2013). MSC: 62J05 PDFBibTeX XMLCite \textit{A. G. Belov} and \textit{B. M. Shchedrin}, Comput. Math. Model. 25, No. 1, 79--86 (2014; Zbl 1327.62400); translation from Prikl. Mat. Inf. 42, 83--90 (2013) Full Text: DOI
Lu, Changli; Sun, Yuqin; Tian, Yongge On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models. (English) Zbl 1307.62180 Metrika 76, No. 5, 707-722 (2013). MSC: 62J05 62H12 62F10 PDFBibTeX XMLCite \textit{C. Lu} et al., Metrika 76, No. 5, 707--722 (2013; Zbl 1307.62180) Full Text: DOI
Yang, Jingjing Break point estimators for a slope shift: levels versus first differences. (English) Zbl 1241.62037 Econom. J. 15, No. 1, 154-169 (2012). MSC: 62G05 62E20 62M99 65C60 PDFBibTeX XMLCite \textit{J. Yang}, Econom. J. 15, No. 1, 154--169 (2012; Zbl 1241.62037) Full Text: DOI
Tian, Yongge; Zhang, Jieping Some equalities for estimations of partial coefficients under a general linear regression model. (English) Zbl 1229.62075 Stat. Pap. 52, No. 4, 911-920 (2011). MSC: 62H12 62J05 15A09 PDFBibTeX XMLCite \textit{Y. Tian} and \textit{J. Zhang}, Stat. Pap. 52, No. 4, 911--920 (2011; Zbl 1229.62075) Full Text: DOI
Sayginsoy, Özgen; Vogelsang, Timothy J. Testing for a shift in trend at an unknown date: a fixed-\(b\) analysis of heteroskedasticity autocorrelation robust OLS-based tests. (English) Zbl 1227.62073 Econom. Theory 27, No. 5, 992-1025 (2011). MSC: 62M10 62G07 62G20 65C60 PDFBibTeX XMLCite \textit{Ö. Sayginsoy} and \textit{T. J. Vogelsang}, Econom. Theory 27, No. 5, 992--1025 (2011; Zbl 1227.62073) Full Text: DOI
Castle, Jennifer L.; Hendry, David F. A low-dimension portmanteau test for non-linearity. (English) Zbl 1431.62346 J. Econom. 158, No. 2, 231-245 (2010). MSC: 62M07 62M10 62P20 PDFBibTeX XMLCite \textit{J. L. Castle} and \textit{D. F. Hendry}, J. Econom. 158, No. 2, 231--245 (2010; Zbl 1431.62346) Full Text: DOI Link
Tian, Yongge; Tian, Zhe On additive and block decompositions of WLSEs under a multiple partitioned regression model. (English) Zbl 1283.62146 Statistics 44, No. 4, 361-379 (2010). MSC: 62J05 62H12 15A09 PDFBibTeX XMLCite \textit{Y. Tian} and \textit{Z. Tian}, Statistics 44, No. 4, 361--379 (2010; Zbl 1283.62146) Full Text: DOI
Castle, Jennifer L.; Hendry, David F. Nowcasting from disaggregates in the face of location shifts. (English) Zbl 1205.91126 J. Forecast. 29, No. 1-2, 200-214 (2010). MSC: 91B82 PDFBibTeX XMLCite \textit{J. L. Castle} and \textit{D. F. Hendry}, J. Forecast. 29, No. 1--2, 200--214 (2010; Zbl 1205.91126) Full Text: DOI Link
Guggemos, Fabien; Tillé, Yves Penalized calibration in survey sampling: design-based estimation assisted by mixed models. (English) Zbl 1204.62014 J. Stat. Plann. Inference 140, No. 11, 3199-3212 (2010). MSC: 62D05 62J05 PDFBibTeX XMLCite \textit{F. Guggemos} and \textit{Y. Tillé}, J. Stat. Plann. Inference 140, No. 11, 3199--3212 (2010; Zbl 1204.62014) Full Text: DOI
de Blander, Rembert A simple estimator for the correlated random coefficient model. (English) Zbl 1204.62091 Econ. Lett. 106, No. 3, 158-161 (2010). MSC: 62H12 62P20 PDFBibTeX XMLCite \textit{R. de Blander}, Econ. Lett. 106, No. 3, 158--161 (2010; Zbl 1204.62091) Full Text: DOI
Tian, Yongge; Puntanen, Simo On the equivalence of estimations under a general linear model and its transformed models. (English) Zbl 1160.62330 Linear Algebra Appl. 430, No. 10, 2622-2641 (2009). MSC: 62H12 62J05 62F30 15A09 PDFBibTeX XMLCite \textit{Y. Tian} and \textit{S. Puntanen}, Linear Algebra Appl. 430, No. 10, 2622--2641 (2009; Zbl 1160.62330) Full Text: DOI
Isotalo, Jarkko; Puntanen, Simo; Styan, George P. H. A useful matrix decomposition and its statistical applications in linear regression. (English) Zbl 1163.62051 Commun. Stat., Theory Methods 37, No. 9, 1436-1457 (2008). MSC: 62J05 15A23 62H12 PDFBibTeX XMLCite \textit{J. Isotalo} et al., Commun. Stat., Theory Methods 37, No. 9, 1436--1457 (2008; Zbl 1163.62051) Full Text: DOI
Mondal, Debasish On the test of significance of linear multiple regression coefficients. (English) Zbl 1160.62336 Commun. Stat., Simulation Comput. 37, No. 4, 713-730 (2008). MSC: 62J05 62F03 65C05 PDFBibTeX XMLCite \textit{D. Mondal}, Commun. Stat., Simulation Comput. 37, No. 4, 713--730 (2008; Zbl 1160.62336) Full Text: DOI
Silva, J. M. C. Santos A note on influence assessment in score tests. (English) Zbl 1107.62058 Commun. Stat., Theory Methods 35, No. 7, 1243-1256 (2006). MSC: 62J20 62F03 62J05 PDFBibTeX XMLCite \textit{J. M. C. S. Silva}, Commun. Stat., Theory Methods 35, No. 7, 1243--1256 (2006; Zbl 1107.62058) Full Text: DOI
Paruolo, Paolo Automated inference and the future of econometrics: a comment. (English) Zbl 1101.62119 Econom. Theory 21, No. 1, 78-84 (2005). MSC: 62P20 68T35 PDFBibTeX XMLCite \textit{P. Paruolo}, Econom. Theory 21, No. 1, 78--84 (2005; Zbl 1101.62119) Full Text: DOI
Bjerkholt, Olav Frisch’s econometric laboratory and the rise of Trygve Haavelmo’s probability approach. (English) Zbl 1117.91300 Econom. Theory 21, No. 3, 491-533 (2005). MSC: 91-03 01A70 PDFBibTeX XMLCite \textit{O. Bjerkholt}, Econom. Theory 21, No. 3, 491--533 (2005; Zbl 1117.91300) Full Text: DOI
Ericsson, Neil R. [Hendry, David F.] The ET interview: Professor David F. Hendry. (Interviewed by Neil R. Ericsson). (English) Zbl 1125.01300 Econom. Theory 20, No. 4, 743-804 (2004). MSC: 01A70 91-03 PDFBibTeX XMLCite \textit{N. R. Ericsson}, Econom. Theory 20, No. 4, 743--804 (2004; Zbl 1125.01300) Full Text: DOI
Groß, Jürgen; Puntanen, Simo Estimation under a general partitioned linear model. (English) Zbl 0966.62033 Linear Algebra Appl. 321, No. 1-3, 131-144 (2000). MSC: 62H12 62J05 62C15 PDFBibTeX XMLCite \textit{J. Groß} and \textit{S. Puntanen}, Linear Algebra Appl. 321, No. 1--3, 131--144 (2000; Zbl 0966.62033) Full Text: DOI
Aldrich, John Doing least squares: Perspectives from Gauss and Yule. (English) Zbl 0902.62076 Int. Stat. Rev. 66, No. 1, 61-81 (1998). MSC: 62J05 62-03 01A55 01A60 PDFBibTeX XMLCite \textit{J. Aldrich}, Int. Stat. Rev. 66, No. 1, 61--81 (1998; Zbl 0902.62076) Full Text: DOI
Fiebig, Denzil G.; Bartels, Robert; Krämer, Walter The Frisch-Waugh theorem and generalized least squares. (English) Zbl 0885.62079 Econom. Rev. 15, No. 4, 431-443 (1996). MSC: 62J05 62H12 62M10 PDFBibTeX XMLCite \textit{D. G. Fiebig} et al., Econom. Rev. 15, No. 4, 431--443 (1996; Zbl 0885.62079) Full Text: DOI
Fiebig, Denzil G.; McAleer, Michael; Bartels, Robert Properties of ordinary least squares estimators in regression models with nonspherical disturbances. (English) Zbl 0755.62084 J. Econom. 54, No. 1-3, 321-334 (1992). MSC: 62P20 62J05 PDFBibTeX XMLCite \textit{D. G. Fiebig} et al., J. Econom. 54, No. 1--3, 321--334 (1992; Zbl 0755.62084) Full Text: DOI
Giles, David E. A. Instrumental variables regressions involving seasonal data. (English) Zbl 1273.62156 Econ. Lett. 14, No. 4, 339-343 (1984). MSC: 62J05 62P20 PDFBibTeX XMLCite \textit{D. E. A. Giles}, Econ. Lett. 14, No. 4, 339--343 (1984; Zbl 1273.62156) Full Text: DOI
Godfrey, L. G.; Wickens, M. R. A simple derivation of the limited information maximum likelihood estimator. (English) Zbl 1268.91141 Econ. Lett. 10, No. 3-4, 277-283 (1982). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{L. G. Godfrey} and \textit{M. R. Wickens}, Econ. Lett. 10, No. 3--4, 277--283 (1982; Zbl 1268.91141) Full Text: DOI
Godfrey, Leslie G. Testing for multiplicative heteroskedasticity. (English) Zbl 0401.62087 J. Econom. 8, 227-236 (1978). MSC: 62P20 62J99 PDFBibTeX XMLCite \textit{L. G. Godfrey}, J. Econom. 8, 227--236 (1978; Zbl 0401.62087) Full Text: DOI