This paper develops a fully modified OLS (FM-OLS) estimator for cointegrating polynomial regressions, i.e., regressions that include as explanatory variables deterministic variables, integrated ...

Stuart R. Lipsitz, Methods for Estimating the Parameters of a Linear Model for Ordered Categorical Data, Biometrics, Vol. 48, No. 1 (Mar., 1992), pp. 271-281 ...

K-class estimation is a class of estimation methods that include the 2SLS, OLS, LIML, and MELO methods as special cases. A K -value less than 1 is recommended but not required. MELO is a Bayesian ...

Like OLS, the SUR method assumes that all the regressors are independent variables, but SUR uses the correlations among the errors in different equations to improve the regression estimates. The SUR ...