The following pages link to (Q4195812):
Displayed 23 items.
- Model selection for factor analysis: Some new criteria and performance comparisons (Q5860948) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes (Q5864457) (← links)
- Lag length selection in panel autoregression (Q5864462) (← links)
- (Q5876287) (← links)
- Benchmark priors for Bayesian model averaging. (Q5928977) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Asymptotically efficient order selection in nonstationary AR processes (Q5936978) (← links)
- Computer automation of general-to-specific model selection procedures (Q5940860) (← links)
- Estimating the number of signals of the damped exponential models. (Q5941002) (← links)
- Incorporating lag order selection uncertainty in parameter inference for AR models (Q5941375) (← links)
- Selection of linear mixed‐effects models for clustered data (Q6073428) (← links)
- Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (Q6082960) (← links)
- A new type 1 alpha power family of distributions and modeling data with correlation, overdispersion, and zero-inflation in the health data sets (Q6091224) (← links)
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027) (← links)
- SYMARFIMA: a dynamical model for conditionally symmetric time series with long range dependence mean structure (Q6101690) (← links)
- Inflated beta autoregressive moving average models (Q6103373) (← links)
- On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled <i>t</i>-distributed innovations (Q6114232) (← links)
- Simultaneous outlier detection and variable selection for spatial Durbin model (Q6138711) (← links)
- (Q6141215) (← links)
- A stochastic approximation ECME algorithm to semi-parametric scale mixtures of centred skew normal regression models (Q6171792) (← links)
- Consideration on the learning efficiency of multiple-layered neural networks with linear units (Q6190543) (← links)