The following pages link to Ox (Q21482):
Displaying 50 items.
- The beta Laplace distribution (Q552987) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Item response theory for longitudinal data: population parameter estimation (Q558049) (← links)
- Signed likelihood ratio tests in the Birnbaum-Saunders regression model (Q607229) (← links)
- FARIMA with stable innovations model of Great Salt Lake elevation time series (Q612642) (← links)
- Automatic selection of indicators in a fully saturated regression (Q626211) (← links)
- Local power of some tests in exponential family nonlinear models (Q629142) (← links)
- The exponentiated generalized inverse Gaussian distribution (Q631562) (← links)
- On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms (Q638046) (← links)
- The generalized inverse Weibull distribution (Q641780) (← links)
- A class of dynamic piecewise exponential models with random time grid (Q651075) (← links)
- Measure preserving derivatives and the pricing kernel puzzle (Q660096) (← links)
- Assessing nonlinear structures in real exchange rates using recurrence plot strategies (Q700846) (← links)
- Assessing the least squares Monte-Carlo approach to American option valuation (Q704011) (← links)
- Multibidding game under uncertainty (Q707707) (← links)
- Diagnosing seasonal shifts in time series using state space models (Q713705) (← links)
- Evolutionary Markov chain Monte Carlo algorithms for optimal monitoring network designs (Q713937) (← links)
- A note on transformed likelihood approach in linear dynamic panel models (Q719008) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- Kumaraswamy distribution: different methods of estimation (Q725840) (← links)
- Prediction and forecasting in linear models with measurement error (Q730825) (← links)
- Influence diagnostics for polyhazard models in the presence of covariates (Q734456) (← links)
- Likelihood based testing for no fractional cointegration (Q736557) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Extended Burr XII regression models: theory and applications (Q736754) (← links)
- Subsampling realised kernels (Q737277) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911) (← links)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Local polynomial Whittle estimation of perturbed fractional processes (Q738169) (← links)
- Estimation in functional linear quantile regression (Q741818) (← links)
- Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models (Q744795) (← links)
- The beta modified Weibull distribution (Q746067) (← links)
- The beta-half-Cauchy distribution (Q764425) (← links)
- Parametric bootstrap methods for bias correction in linear mixed models (Q765823) (← links)
- Normalising cointegrating relationships subject to long-run exclusion (Q777694) (← links)
- Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
- Multinomial model for random sums (Q817284) (← links)
- A score-adjusted approach to closed-form estimators for the gamma and beta distributions (Q830259) (← links)
- Higher-order approximate confidence intervals (Q830725) (← links)
- Modelling time-varying higher moments with maximum entropy density (Q834290) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- Generalized log-gamma regression models with cure fraction (Q841052) (← links)
- The multifactor nature of the volatility of futures markets (Q853577) (← links)
- Dynamic survival models with spatial frailty (Q878292) (← links)
- A hierarchical multi-unidimensional IRT approach for analyzing sparse, multi-group data for integrative data analysis (Q888041) (← links)
- The Kumaraswamy Marshal-Olkin family of distributions (Q900504) (← links)
- On estimation and influence diagnostics for zero-inflated negative binomial regression models (Q901500) (← links)
