Pages that link to "Item:Q5905022"
From MaRDI portal
The following pages link to Maximum Likelihood Estimation of Misspecified Models (Q5905022):
Displayed 50 items.
- Limited information likelihood and Bayesian analysis (Q1858933) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- Conditional risk models for ordinal response data: Simultaneous logistic regression analysis and generalized score tests (Q1866233) (← links)
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- Duration response measurement error (Q1867738) (← links)
- Semiparametric instrumental variable estimation of treatment response models. (Q1869857) (← links)
- Asymptotic global robustness in Bayesian decision theory (Q1879958) (← links)
- Robust inference for univariate proportional hazards frailty regression models (Q1879961) (← links)
- Bootstrapping generalized linear models (Q1896054) (← links)
- A Bayesian approach to diagnosis of asset pricing models (Q1899238) (← links)
- General estimators for the reliability of qualitative data (Q1901382) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Quantile estimation under possibly misspecified generalised linear model (Q1916218) (← links)
- The misspecification of dynamic regression models (Q1918127) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Specification test for a linear regression model with ARCH process (Q1918165) (← links)
- A robust adjustment of the profile likelihood (Q1922409) (← links)
- Identification and estimation of thresholds in the fixed effects ordered logit model (Q1925648) (← links)
- A note on the representation of \({E\left({{\mathbf {x}}}\otimes {{\mathbf {xx}}}^{\prime}\right) }\) and \({E\left({{\mathbf {xx}}}^{\prime }\otimes {{\mathbf {xx}}}^{\prime }\right)}\) for the random vector \(\mathbf{x}\) (Q1926082) (← links)
- Estimation of SEM with GARCH errors (Q1927102) (← links)
- Dynamic risk exposures in hedge funds (Q1927132) (← links)
- Information ratio test for model misspecification on parametric structures in stochastic diffusion models (Q1927178) (← links)
- The information matrix test with bootstrap-based covariance matrix estimation (Q1927438) (← links)
- A test for the distributional comparison of simulated and historical data (Q1927606) (← links)
- Modeling time series of counts with COM-Poisson INGARCH models (Q1931092) (← links)
- A batch ensemble approach to active learning with model selection (Q1932092) (← links)
- Dual time-frequency domain system identification (Q1932694) (← links)
- Panel AR(1) estimators under misspecification (Q1934932) (← links)
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models (Q1942912) (← links)
- Uniform improvement of empirical likelihood for missing response problem (Q1950816) (← links)
- Spatial adaptation in heteroscedastic regression: propagation approach (Q1950843) (← links)
- On the overall sensitivity of the posterior distribution to its inputs (Q1966115) (← links)
- Regime switching in foreign exchange rates: Evidence from currency option prices (Q1969822) (← links)
- Bootstrapping local polynomial estimators in likelihood-based models (Q1973316) (← links)
- Akaike's information criterion and recent developments in information complexity (Q1977905) (← links)
- Statistical tests for comparing possibly misspecified and nonnested models (Q1977909) (← links)
- The impact of tourist destination on hotel efficiency: a data envelopment analysis approach (Q1991180) (← links)
- A Hausman test for the presence of market microstructure noise in high frequency data (Q2000858) (← links)
- Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients (Q2001093) (← links)
- A note on the Mantel-Haenszel estimators when the common effect assumptions are violated (Q2001882) (← links)
- Modeling dependencies in claims reserving with GEE (Q2015647) (← links)
- Indirect inference for locally stationary models (Q2024470) (← links)
- Extending greedy feature selection algorithms to multiple solutions (Q2036770) (← links)
- Instrument search in pseudo-likelihood approach for nonignorable nonresponse (Q2042524) (← links)
- Model averaging for linear models with responses missing at random (Q2042525) (← links)
- Asymptotic behavior of Bayesian learners with misspecified models (Q2044981) (← links)
- Optimal designs for model averaging in non-nested models (Q2051020) (← links)
- Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables (Q2057845) (← links)
- Improved wrong-model inference for generalized linear models for binary responses in the presence of link misspecification (Q2059104) (← links)