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The Marshall-Olkin extended Weibull family of distributions ⋮ An extended-G geometric family ⋮ A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model ⋮ Alternative bootstrap procedures for testing cointegration in fractionally integrated processes ⋮ A score-adjusted approach to closed-form estimators for the gamma and beta distributions ⋮ Higher-order approximate confidence intervals ⋮ Realized range-based estimation of integrated variance ⋮ Modelling security market events in continuous time: intensity based, multivariate point process models ⋮ The multi-state latent factor intensity model for credit rating transitions ⋮ Short run and long run causality in time series: inference ⋮ Non-causality in bivariate binary time series ⋮ A regime switching long memory model for electricity prices ⋮ Regime switching for dynamic correlations ⋮ Modelling time-varying higher moments with maximum entropy density ⋮ Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators ⋮ Explaining individual response using aggregated data ⋮ The exponentiated generalized Birnbaum-Saunders distribution ⋮ The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics ⋮ Testing the assumptions behind importance sampling ⋮ Generalized log-gamma regression models with cure fraction ⋮ A general method of empirical Q-matrix validation ⋮ The multifactor nature of the volatility of futures markets ⋮ Constrained test in linear models with multivariate power exponential distribution ⋮ Exponentiated Marshall-Olkin family of distributions ⋮ Dynamic survival models with spatial frailty ⋮ The McDonald inverted beta distribution ⋮ Signed likelihood ratio tests in the Birnbaum-Saunders regression model ⋮ FARIMA with stable innovations model of Great Salt Lake elevation time series ⋮ A hierarchical multi-unidimensional IRT approach for analyzing sparse, multi-group data for integrative data analysis ⋮ Local power properties of some asymptotic tests in symmetric linear regression models ⋮ Automatic selection of indicators in a fully saturated regression ⋮ The Kumaraswamy Marshal-Olkin family of distributions ⋮ On estimation and influence diagnostics for zero-inflated negative binomial regression models ⋮ Local power of some tests in exponential family nonlinear models ⋮ The exponentiated generalized inverse Gaussian distribution ⋮ A log-linear regression model for the \(\beta\)-Birnbaum-Saunders distribution with censored data ⋮ Generalized beta-generated distributions ⋮ On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms ⋮ The generalized inverse Weibull distribution ⋮ Trends and cycles in economic time series: a Bayesian approach ⋮ Inflated beta distributions ⋮ Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models ⋮ Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model ⋮ On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models ⋮ A class of dynamic piecewise exponential models with random time grid ⋮ The beta log-logistic distribution ⋮ The reliability of statistical functions in four software packages freely used in numerical computation ⋮ A new extension of the Birnbaum-Saunders distribution ⋮ The log-generalized modified Weibull regression model ⋮ Improved likelihood ratio tests for cointegration rank in the VAR model ⋮ Measure preserving derivatives and the pricing kernel puzzle ⋮ On polychoric and polyserial partial correlation coefficients: a Bayesian approach ⋮ The beta Marshall-Olkin family of distributions ⋮ Positive semidefinite integrated covariance estimation, factorizations and asynchronicity ⋮ Model selection when there are multiple breaks ⋮ Rank tests for short memory stationarity ⋮ On loss functions 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matched paired survival data: local influence and residual analysis ⋮ Comparison of MCMC methods for estimating stochastic volatility models ⋮ Influence diagnostics in a general class of beta regression models ⋮ Testing for cointegration using partially linear models ⋮ Multinomial model for random sums
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