Pages that link to "Item:Q5905022"
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The following pages link to Maximum Likelihood Estimation of Misspecified Models (Q5905022):
Displayed 50 items.
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- Testing the normality assumption in multivariate simultaneous limited dependent variable models (Q1099569) (← links)
- Specifying and testing econometric models for rank-ordered data (Q1104018) (← links)
- Specification tests for distributional assumptions in the Tobit model (Q1104019) (← links)
- Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
- On the asymptotic bias of estimators under parameter drift (Q1113568) (← links)
- A unified framework for connectionist systems (Q1117857) (← links)
- Elliptical multivariate analysis (Q1118935) (← links)
- Large-sample results for optimization-based clustering methods (Q1176598) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- How common is identification in parametric models? (Q1194024) (← links)
- Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
- The effect of link misspecification on binary regression inference (Q1205460) (← links)
- Exogeneity tests in a truncated structural equation (Q1209895) (← links)
- Semiparametric estimation of a work-trip mode choice model (Q1260682) (← links)
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (Q1298426) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- The union/non-union wage differential: an application of semi-parametric methods (Q1298452) (← links)
- Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
- Efficiency and robustness in subsampling for dependent data (Q1299014) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
- Alternative covariance estimators of the standard Tobit model (Q1311267) (← links)
- A note on the score test for neglected heterogeneity in the truncated normal regression model (Q1318671) (← links)
- A note on necessary and sufficient conditions for proving that a random symmetric matrix converges to a given limit (Q1341370) (← links)
- A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property (Q1341477) (← links)
- Analysis of longitudinal data using a finite mixture model (Q1342781) (← links)
- A non-nested test of the AIDS vs. the translog demand system (Q1350550) (← links)
- Exploiting a matrix identity in the computation of the efficient score test for overdispersion in the Poisson regression model (Q1359766) (← links)
- A sensitivity analysis of two multivariate response models (Q1361513) (← links)
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales (Q1362503) (← links)
- Model specification and endogeneity (Q1377313) (← links)
- Practical considerations of the jackknife estimator of variance for generalized estimating equations (Q1381208) (← links)
- Estimating the arbitrage pricing theory with observed macro factors (Q1391067) (← links)
- Confidence limits to the distance of the true distribution from a misspecified family by bootstrap (Q1399274) (← links)
- Active learning algorithm using the maximum weighted log-likelihood estimator (Q1400127) (← links)
- Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables (Q1410570) (← links)
- Moderate deviations of minimum contrast estimators under contamination (Q1412368) (← links)
- The equality of comparable extended families of classical-type and Hausman-type statistics (Q1414627) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- Improving predictive inference under covariate shift by weighting the log-likelihood function (Q1591282) (← links)
- Measures of relative model fit. (Q1605367) (← links)
- Two semi-parametric empirical Bayes estimators (Q1606484) (← links)
- Semiparametric density estimation under a two-sample density ratio model (Q1763104) (← links)
- Inference functions and quadratic score tests (Q1764309) (← links)
- Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976) (← links)
- Explained variation and predictive accuracy in general parametric statistical models: The role of model misspecification (Q1770878) (← links)
- Density estimation from aggregate data (Q1775969) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)