The following pages link to Ox (Q21482):
Displaying 50 items.
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference (Q90741) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- Tests of stationarity against a change in persistence (Q135904) (← links)
- The generalized log-gamma mixture model with covariates: local influence and residual analysis (Q257497) (← links)
- A bivariate regression model for matched paired survival data: local influence and residual analysis (Q257583) (← links)
- Influence diagnostics in a general class of beta regression models (Q261469) (← links)
- Testing for cointegration using partially linear models (Q261908) (← links)
- The Marshall-Olkin extended Weibull family of distributions (Q268365) (← links)
- An extended-G geometric family (Q268389) (← links)
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- Realized range-based estimation of integrated variance (Q289157) (← links)
- Modelling security market events in continuous time: intensity based, multivariate point process models (Q289187) (← links)
- The multi-state latent factor intensity model for credit rating transitions (Q290969) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Non-causality in bivariate binary time series (Q291706) (← links)
- A regime switching long memory model for electricity prices (Q291856) (← links)
- Regime switching for dynamic correlations (Q292034) (← links)
- Explaining individual response using aggregated data (Q295686) (← links)
- The exponentiated generalized Birnbaum-Saunders distribution (Q297818) (← links)
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- Testing the assumptions behind importance sampling (Q302094) (← links)
- A general method of empirical Q-matrix validation (Q316746) (← links)
- Constrained test in linear models with multivariate power exponential distribution (Q333396) (← links)
- Exponentiated Marshall-Olkin family of distributions (Q347275) (← links)
- The McDonald inverted beta distribution (Q378634) (← links)
- Local power properties of some asymptotic tests in symmetric linear regression models (Q413376) (← links)
- A log-linear regression model for the \(\beta\)-Birnbaum-Saunders distribution with censored data (Q425683) (← links)
- Generalized beta-generated distributions (Q434970) (← links)
- Trends and cycles in economic time series: a Bayesian approach (Q451267) (← links)
- Inflated beta distributions (Q451371) (← links)
- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models (Q451390) (← links)
- Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model (Q451517) (← links)
- On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models (Q452593) (← links)
- The beta log-logistic distribution (Q462124) (← links)
- The reliability of statistical functions in four software packages freely used in numerical computation (Q464755) (← links)
- A new extension of the Birnbaum-Saunders distribution (Q467864) (← links)
- The log-generalized modified Weibull regression model (Q468014) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- On polychoric and polyserial partial correlation coefficients: a Bayesian approach (Q478483) (← links)
- The beta Marshall-Olkin family of distributions (Q499791) (← links)
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- Rank tests for short memory stationarity (Q528124) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- A simple nonparametric test for structural change in joint tail probabilities (Q531413) (← links)
- Log-Weibull extended regression model: estimation, sensitivity and residual analysis (Q537444) (← links)
- The generalized DINA model framework (Q538803) (← links)
- Multivariate elliptical models with general parameterization (Q545148) (← links)
- Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (Q551471) (← links)
