The following pages link to (Q4802629):
Displayed 50 items.
- Testing linear and loglinear error components regressions against Box-Cox alternatives (Q1380565) (← links)
- Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation (Q1381199) (← links)
- Effects on inference of pretesting the exogeneity of a regressor (Q1389467) (← links)
- Bootstrapping Hausman's exogeneity test (Q1392153) (← links)
- Properties of Honda's test of random individual effects in non-linear regressions (Q1402930) (← links)
- The equality of comparable extended families of classical-type and Hausman-type statistics (Q1414627) (← links)
- An ordered probit analysis of factors promoting a regional information policy: The case of Japanese local governments. (Q1418625) (← links)
- Bootstrapping heteroskedasticity consistent covariance matrix estimator (Q1424616) (← links)
- Measuring the impact of incentive regulation on technical efficiency in telecommunications in the United States (Q1433332) (← links)
- Cross-sectional aggregation of nonlinear models (Q1574218) (← links)
- Short cuts to dynamic factor demand modelling (Q1580336) (← links)
- Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation (Q1583165) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function. (Q1605198) (← links)
- Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Theoretical and empirical distributions of the \(p\) value (Q1640647) (← links)
- A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Identification of peer effects via a root estimator (Q1673556) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
- Penalized indirect inference (Q1754510) (← links)
- Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976) (← links)
- Race, gender and the econophysics of income distribution in the USA (Q1783125) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695) (← links)
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
- On the distributions of augmented Dickey-Fuller statistics in processes with moving average components (Q1808553) (← links)
- Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
- Panel data regression for counts (Q1815623) (← links)
- Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (Q1852901) (← links)
- Wage flexibility: evidence from five EU countries based on the wage curve. (Q1853648) (← links)
- Technical efficiency in telecommunications in the United States and the impact of incentive regulation (Q1861725) (← links)
- Specification issues and confidence intervals in unilateral price effects analysis (Q1868979) (← links)
- Testing for unit roots in a Bayesian framework (Q1899242) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Periodic integration: Further results on model selection and forecasting (Q1915112) (← links)
- On the power of tests for superexogeneity and structural invariance (Q1915468) (← links)
- Neural networks in the capital markets: An application to index forecasting (Q1915792) (← links)
- Heteroskedasticity-robust inference in finite samples (Q1925717) (← links)
- An application of shrinkage estimation to the nonlinear regression model (Q1927114) (← links)
- The power of weather (Q1927158) (← links)
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501) (← links)
- Tests of transformation in nonlinear regression (Q1927569) (← links)
- Market structure, viewer welfare, and advertising rates in local broadcast television markets (Q1927754) (← links)
- Functional form and spatial dependence in dynamic panels (Q1929085) (← links)
- Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)