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Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Conceptual Econometrics Using R

1, 2019

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Generalized correlation and kernel causality with applications in development economics

Communications in statistics. Simulation and computation, 2017-07, Vol.46 (6), p.4513-4534

Vinod, Hrishikesh D.

2017

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Financial, Macro and Micro Econometrics Using R

1, 2020

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Nonparametric Regression Using Clusters

Computational economics, 2018-12, Vol.52 (4), p.1317-1334

2018

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Generalized, Partial and Canonical Correlation Coefficients

Computational economics, 2022-12, Vol.60 (4), p.1479-1506

Vinod, H. D.

2022

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Maximum Entropy Bootstrap for Time Series: The meboot R Package

Journal of statistical software, 2009, Vol.29 (5)

2009

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Care and feeding of reproducible econometrics

Journal of econometrics, 2001, Vol.100 (1), p.87-88

Vinod, H.D.

2001

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Inference for negativist theory using numerically computed rejection regions

Computational statistics & data analysis, 2003-03, Vol.42 (3), p.491-512

2003

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FELLOW’S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions

Journal of econometrics, 1998-10, Vol.86 (2), p.387-396

Vinod, H.D.

1998

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Double bootstrap for shrinkage estimators

Journal of econometrics, 1995-08, Vol.68 (2), p.287-302

Vinod, H.D.

1995

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Exact Moments for Autoregressive and Random Walk Models for a Zero or Stationary Initial Value

Econometric theory, 1996-08, Vol.12 (3), p.481-499

1996

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Large sample asymptotic properties of the double k-class estimators in linear regression models

Econometric reviews, 1995-01, Vol.14 (1), p.75-100

1995

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Maximum entropy measurement error estimates of singular covariance matrices in undersized samples

Journal of econometrics, 1982-11, Vol.20 (2), p.163-174

Vinod, H.D.

1982

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Improved stein-rule estimator for regression problems

Journal of econometrics, 1980-02, Vol.12 (2), p.143-150

Vinod, H.D.

1980

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The stability of the systematic risk of individual stocks:an application of ridge regression

Communications in statistics. Theory and methods, 1984-01, Vol.13 (2), p.151-161

1984

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Econometrics of Joint Production--A Reply

Econometrica, 1969-10, Vol.37 (4), p.739-740

Vinod, H. D.

1969

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Conceptual Econometrics Using R

Generalized correlation and kernel causality with applications in development economics

Financial, Macro and Micro Econometrics Using R

Nonparametric Regression Using Clusters

Generalized, Partial and Canonical Correlation Coefficients

Maximum Entropy Bootstrap for Time Series: The meboot R Package

Care and feeding of reproducible econometrics

Inference for negativist theory using numerically computed rejection regions

FELLOW’S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions

Double bootstrap for shrinkage estimators

Exact Moments for Autoregressive and Random Walk Models for a Zero or Stationary Initial Value

Large sample asymptotic properties of the double k-class estimators in linear regression models

Maximum entropy measurement error estimates of singular covariance matrices in undersized samples

Improved stein-rule estimator for regression problems

The stability of the systematic risk of individual stocks:an application of ridge regression

Econometrics of Joint Production--A Reply

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