Pages that link to "Item:Q4775734"
From MaRDI portal
The following pages link to The Theory of Parametric Identification (Q4775734):
Displayed 23 items.
- Identification of causal effects in linear models: beyond instrumental variables (Q497856) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- Identification, information and instruments in linear econometric models with rational expectations (Q1118317) (← links)
- How common is identification in parametric models? (Q1194024) (← links)
- Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances (Q1227431) (← links)
- First-order identification in linear models (Q1250671) (← links)
- Bias from misspecification of the component variances in a normal mixture (Q1658327) (← links)
- Analytic derivatives for estimation of linear dynamic models (Q1825566) (← links)
- Identifiability criteria for Muth-rational expectations models (Q1838016) (← links)
- On the Gompertz-Makeham law: a useful mortality model to deal with human mortality (Q2083430) (← links)
- Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data (Q2177716) (← links)
- Necessary and sufficient conditions for uniqueness of the minimum in Prediction Error Identification (Q2391451) (← links)
- An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
- Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression (Q2665004) (← links)
- Logistic response models with item interactions (Q2905124) (← links)
- GLOBAL IDENTIFICATION IN NONLINEAR MODELS WITH MOMENT RESTRICTIONS (Q2909246) (← links)
- IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS (Q3028144) (← links)
- A note on sequential ML estimates and their asymptotic covariances (Q3468484) (← links)
- On identifiability of parametric statistical models (Q3598301) (← links)
- Equivalence of parametric identifiability and estimability (Q3680061) (← links)
- Identification with latent variables (Q3985468) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- Parameter Identifiability in Statistical Machine Learning: A Review (Q5380697) (← links)