The following pages link to (Q4039873):
Displaying 50 items.
- Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
- Linear latent variable models: the lava-package (Q73549) (← links)
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- Variational inference for generalized linear mixed models using partially noncentered parametrizations (Q252744) (← links)
- Matching in closed-form: equilibrium, identification, and comparative statics (Q272284) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← links)
- Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
- Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
- Variational inference for sparse spectrum Gaussian process regression (Q341145) (← links)
- Factor analysis with EM algorithm never gives improper solutions when sample covariance and initial parameter matrices are proper (Q358517) (← links)
- Design optimization for robustness in multiple performance functions (Q381970) (← links)
- Elemental information matrices and optimal experimental design for generalized regression models (Q389421) (← links)
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- Error rates in classification of multivariate Gaussian random field observation (Q392975) (← links)
- A note on the moments of the Riesz distribution (Q394085) (← links)
- Berry-Esseen bounds for estimating undirected graphs (Q405339) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Eigenvalue comparisons for a class of boundary value problems of discrete beam equation (Q426577) (← links)
- Second order bias of quasi-MLE for covariance structure models (Q435788) (← links)
- Microcanonical analysis of exactness of the mean-field theory in long-range interacting systems (Q438839) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Uniformly best estimation in linear regression when prior information is fuzzy (Q451429) (← links)
- A unified approach to exploratory factor analysis with missing data, nonnormal data, and in the presence of outliers (Q463082) (← links)
- On the construction of all factors of the model for factor analysis (Q463092) (← links)
- On normal theory based inference for multilevel models with distributional violations (Q463127) (← links)
- Nonparametric ridge estimation (Q464193) (← links)
- Optimum allocation in multivariate stratified random sampling: a modified Prékopa's approach (Q483218) (← links)
- A non-Gaussian spatial generalized linear latent variable model (Q484656) (← links)
- Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924) (← links)
- A quadratic Kalman filter (Q494365) (← links)
- Derivatives of compound matrix valued functions (Q499225) (← links)
- Latent class models for ecological inference on voters transitions (Q513752) (← links)
- A feasible dual affine scaling steepest descent method for the linear semidefinite programming problem (Q519124) (← links)
- Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- Inference in regression models with many regressors (Q528054) (← links)
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative (Q538188) (← links)
- Multivariate elliptical models with general parameterization (Q545148) (← links)
- On inference from Markov chain macro-data using transforms (Q546106) (← links)
- On disjoint range matrices (Q551276) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- Laplace approximations to hypergeometric functions of two matrix arguments (Q557986) (← links)
- A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
- Computational aspects of continuous-discrete extended Kalman-filtering (Q626232) (← links)
- Computing the polyadic decomposition of nonnegative third order tensors (Q634027) (← links)
- An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis (Q649102) (← links)
- On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing (Q652595) (← links)
