The following pages link to (Q4802629):
Displayed 50 items.
- Are ``nearly exogenous instruments'' reliable? (Q1934899) (← links)
- Double-length regression tests for testing functional forms and spatial error dependence (Q1934939) (← links)
- Price dynamics in an exchange economy (Q1949205) (← links)
- Seemingly unrelated regression models. (Q1950795) (← links)
- Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique (Q1951533) (← links)
- A better way to bootstrap pairs. (Q1960564) (← links)
- Selection and integration of generalized instrumental variables for estimating total effects (Q2062388) (← links)
- An alternative look at the linear regression model (Q2093127) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- Identification and estimation of the SEIRD epidemic model for COVID-19 (Q2224900) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples (Q2255852) (← links)
- Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
- Neural network metamodeling for cycle time-throughput profiles in manufacturing (Q2270307) (← links)
- Expected utility theory and prospect theory: One wedding and a decent funeral (Q2271092) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- The transfer problem in the euro area (Q2316887) (← links)
- A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm (Q2324062) (← links)
- Two-sample instrumental variable analyses using heterogeneous samples (Q2325638) (← links)
- The relative power of zero-padding when testing for serial correlation using artificial regressions (Q2365312) (← links)
- A tractable model of reciprocity and fairness (Q2371149) (← links)
- Tests of additional conditional moment restrictions (Q2398971) (← links)
- Clean air regulation and heterogeneity in US gasoline prices (Q2426925) (← links)
- Ability sorting and the returns to college major (Q2439083) (← links)
- Markov-switching models with endogenous explanatory variables (Q2439091) (← links)
- Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models (Q2443315) (← links)
- Exploratory data analysis and model criticism with posterior plots (Q2445724) (← links)
- New heteroskedasticity-robust standard errors for the linear regression model (Q2448569) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- The Asian financial crisis and investors' risk aversion (Q2454818) (← links)
- Parameter redundancy in neural networks: an application of Chebyshev polynomials (Q2468329) (← links)
- Item response theory for longitudinal data: item and population ability parameters estimation (Q2474777) (← links)
- Stochastic ceteris paribus simulations (Q2476607) (← links)
- Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
- Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
- Keynesian dynamics and the wage-price spiral: identifying downward rigidities (Q2575453) (← links)
- Inference on transformed stationary time series (Q2628839) (← links)
- Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234) (← links)
- Time-varying clustering of multivariate longitudinal observations (Q2807691) (← links)
- Testing for Persistence in the Error Component Model: A One-Sided Approach (Q2859303) (← links)
- Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149) (← links)
- A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
- Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model (Q2931576) (← links)
- Semiparametric mixture models for multivariate count data, with application (Q3023031) (← links)
- Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605) (← links)
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations (Q3156197) (← links)
- Fairness of the national health service in Italy: a bivariate correlated random effects model (Q3184488) (← links)
- Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
- On the geometry of<i>F</i>, Wald, LR, and LM tests in linear regression models (Q3377984) (← links)