The following pages link to (Q4802629):
Displayed 50 items.
- Bootstrap-based critical values for tests of common factor restrictions (Q1128779) (← links)
- Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation (Q1128920) (← links)
- The symmetric problem in the linear almost ideal demand system (Q1128928) (← links)
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- A comparison of the power of some tests for conditional heteroscedasticity (Q1285811) (← links)
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
- On the use of sampling weights when estimating regression models with survey data (Q1298447) (← links)
- Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
- Infrastructure and productivity: A nonlinear approach (Q1302759) (← links)
- Foundations of statistical inference based on numerical roots of robust pivot functions (Q1305647) (← links)
- Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- Cointegration tests on MARS (Q1318307) (← links)
- Global estimation of feedforward networks with a priori constraints (Q1342437) (← links)
- An assessment of soil nitrogen testing considering the carry-over effect (Q1347890) (← links)
- Measuring business cycles with business-cycle models (Q1350461) (← links)
- Simple LM tests of mis-specification for ordered logit models (Q1350857) (← links)
- Testing for random individual and time effects using a Gauss-Newton regression (Q1351728) (← links)
- Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data (Q1362032) (← links)
- Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Estimation and inference with censored and ordered multinomial response data (Q1362054) (← links)
- Rank tests for unit roots (Q1372920) (← links)
- Nonlinear stochastic trends (Q1372923) (← links)
- Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results (Q1377326) (← links)
- Testing linear and loglinear error components regressions against Box-Cox alternatives (Q1380565) (← links)
- Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation (Q1381199) (← links)
- Effects on inference of pretesting the exogeneity of a regressor (Q1389467) (← links)
- Bootstrapping Hausman's exogeneity test (Q1392153) (← links)
- Properties of Honda's test of random individual effects in non-linear regressions (Q1402930) (← links)
- The equality of comparable extended families of classical-type and Hausman-type statistics (Q1414627) (← links)
- An ordered probit analysis of factors promoting a regional information policy: The case of Japanese local governments. (Q1418625) (← links)
- Bootstrapping heteroskedasticity consistent covariance matrix estimator (Q1424616) (← links)
- Measuring the impact of incentive regulation on technical efficiency in telecommunications in the United States (Q1433332) (← links)
- Cross-sectional aggregation of nonlinear models (Q1574218) (← links)
- Short cuts to dynamic factor demand modelling (Q1580336) (← links)
- Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation (Q1583165) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function. (Q1605198) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Theoretical and empirical distributions of the \(p\) value (Q1640647) (← links)
- A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Identification of peer effects via a root estimator (Q1673556) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
- Penalized indirect inference (Q1754510) (← links)