Pages that link to "Item:Q5639217"
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The following pages link to Identification in Parametric Models (Q5639217):
Displaying 50 items.
- On the efficient estimation methods for the macro-economic models nonlinear in variables (Q1249409) (← links)
- First-order identification in linear models (Q1250671) (← links)
- A procedure for generating locally identifiable reparametrisations of unidentifiable nonlinear systems by the similarity transformation approach (Q1264487) (← links)
- Modeling survey response bias -- with an analysis of the demand for an advanced electronic device (Q1305771) (← links)
- Identification of graphical models for nonignorable nonresponse of binary outcomes in longitudinal studies (Q1414599) (← links)
- Extensions to a procedure for generating locally identifiable reparameterisations of unidentifiable systems (Q1595407) (← links)
- Automated tuning for parameter identification and uncertainty quantification in multi-scale coronary simulations (Q1648111) (← links)
- Consistent inference in fixed-effects stochastic frontier models (Q1652950) (← links)
- DSGE pileups (Q1655666) (← links)
- Identification of DSGE models -- the effect of higher-order approximation and pruning (Q1657542) (← links)
- VARMA representation of DSGE models (Q1667985) (← links)
- Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
- A topological view on the identification of structural vector autoregressions (Q1668288) (← links)
- On identifying structural VAR models via ARCH effects (Q1695560) (← links)
- A structured Dirichlet mixture model for compositional data: inferential and applicative issues (Q1703812) (← links)
- Sieve maximum likelihood estimation of the spatial autoregressive Tobit model (Q1706448) (← links)
- Parameter redundancy in capture-recapture-recovery models (Q1731168) (← links)
- On the method of approximate Fisher scoring for finite mixtures of multinomials (Q1731201) (← links)
- On the estimation of treatment effects with endogenous misreporting (Q1739873) (← links)
- A confidence building exercise in data and identifiability: modeling cancer chemotherapy as a case study (Q1746121) (← links)
- Spatial modeling of rainfall accumulated over short periods of time (Q1749988) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Identifiability criteria for Muth-rational expectations models (Q1838016) (← links)
- On the indentifiability of measurement error in the bifurcating autoregressive model (Q1916165) (← links)
- Test for local structural identifiability of high-order non-linearly parametrized state space models (Q1923072) (← links)
- Evaluating the information matrix in linearized DSGE models (Q1934822) (← links)
- Bayesian calibration of computer models based on Takagi-Sugeno fuzzy models (Q2021858) (← links)
- Estimation under mode effects and proxy surveys, accounting for non-ignorable nonresponse (Q2051021) (← links)
- Fitting stochastic predator-prey models using both population density and kill rate data (Q2054869) (← links)
- On random sets for inference in statistics and econometrics (Q2086132) (← links)
- The reliability factor: modeling individual reliability with multiple items from a single assessment (Q2103566) (← links)
- The LAN property for McKean-Vlasov models in a mean-field regime (Q2105067) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Conditional functional clustering for longitudinal data with heterogeneous nonlinear patterns (Q2154229) (← links)
- Policy space identification in configurable environments (Q2163245) (← links)
- Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data (Q2177716) (← links)
- Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
- Observational nonidentifiability, generalized likelihood and free energy (Q2206450) (← links)
- Sunspot-driven fat tails: a note (Q2208671) (← links)
- Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity (Q2208898) (← links)
- Dr C R Rao's contributions to the advancement of economic science (Q2211880) (← links)
- Likelihood inference and the role of initial conditions for the dynamic panel data model (Q2225010) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- Inference in Bayesian proxy-SVARs (Q2236884) (← links)
- Start-up demonstration tests with three-level classification (Q2254733) (← links)
- Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation (Q2270565) (← links)
- Parameter redundancy and identifiability in hidden Markov models (Q2272466) (← links)
- A hidden Markov model approach to characterizing the photo-switching behavior of fluorophores (Q2281193) (← links)
- A generalized multi-resolution expansion for uncertainty propagation with application to cardiovascular modeling (Q2310367) (← links)
- The sufficient and necessary condition for the identifiability and estimability of the DINA Model (Q2331176) (← links)
