This is a preview. Log in through your library . Abstract We propose a novel statistic for conducting joint tests on all the structural parameters in instrumental variables regression. The statistic ...

The expectations of order statistics of a logarithmic-normal distribution are expressed as functions which are linear in a location and a scale parameter but nonlinear in a shape parameter of the ...

Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...