Pages that link to "Item:Q110331"
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The following pages link to Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331):
Displayed 50 items.
- Duration dependence models for claim counts (Q2384680) (← links)
- Which decision theory? (Q2440148) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- Estimating the historical and future probabilities of large terrorist events (Q2441827) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441828) (← links)
- Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
- Estimation of social preferences in generalized dictator games (Q2451395) (← links)
- Power-law distributions in binned empirical data (Q2453658) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- Likelihood ratio tests of the number of components in a normal mixture with unequal variances (Q2483837) (← links)
- Statistical ensembles for economic networks (Q2511528) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- Model equivalence tests in a parametric framework (Q2512611) (← links)
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
- An experimental study of constant-sum centipede games (Q2564154) (← links)
- (Q2750827) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA (Q2886950) (← links)
- THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR (Q2886974) (← links)
- The analysis of zero-inflated count data: Beyond zero-inflated Poisson regression. (Q2905134) (← links)
- Choice of Prognostic Estimators in Joint Models by Estimating Differences of Expected Conditional Kullback-Leibler Risks (Q2912329) (← links)
- THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE (Q2929381) (← links)
- Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses (Q2934414) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- A Semi-Nonparametric Approach to Model Panel Count Data (Q3007813) (← links)
- Combining inflation density forecasts (Q3065506) (← links)
- Optimal predictive densities and fractional moments (Q3077454) (← links)
- Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- Estimating private information usage amongst analysts: evidence from UK earnings forecasts (Q3166693) (← links)
- FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
- NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS (Q3168877) (← links)
- The Design of an Optimal Bonus-Malus System Based on the Sichel Distribution (Q3193133) (← links)
- Truncated regular vines in high dimensions with application to financial data (Q3225771) (← links)
- Pair-copula constructions for non-Gaussian DAG models (Q3225772) (← links)
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS (Q3375348) (← links)
- Score Tests for Zero-Inflation in Overdispersed Count Data (Q3585298) (← links)
- Modelling Cell Generation Times by Using the Tempered Stable Distribution (Q3614890) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- On the choice of a discrepancy functional for model selection (Q4337107) (← links)
- MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION (Q4540686) (← links)
- Pair Copula Constructions for Multivariate Discrete Data (Q4648551) (← links)
- MODELING THE NONLINEAR DYNAMICS OF CELLULAR SIGNAL TRANSDUCTION (Q4655676) (← links)
- Asymmetric regression models with limited responses with an application to antibody response to vaccine (Q4917510) (← links)
- The beta log-normal distribution (Q4922625) (← links)
- Linear Signed Rank Test for Model Selection (Q5172814) (← links)