nlmdl

From MaRDI portal
Revision as of 20:43, 5 March 2024 by Import240305080343 (talk | contribs) (Created automatically from import240305080343)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Software:39525



swMATH27811MaRDI QIDQ39525


No author found.





Related Items (only showing first 100 items - show all)

Multiple optima and asymptotic approximations in the partial adjustment modelBootstrapping GMM estimators for time seriesThe asymptotic distribution of the fixed effects estimator for nonlinear regressionA Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression ModelsShort run and long run causality in time series: inferenceManagement of agricultural research centers in Brazil: a DEA application using a dynamic GMM approachNonparametric estimation of structural models for high-frequency currency market dataA relative weighting method for estimating parameters and variances in multiple data setsOptimal difference-based variance estimators in time series: a general frameworkModel selection criteria based on Kullback information measures for nonlinear regressionAsymptotic inference for dynamical systems observed with errorEstimation of nonlinear models with Berkson measurement errorsRobust neural modeling for the cross-sectional analysis of accounting informationRobust Discrimination DesignsStatistical inferences from serially correlated methylene chloride dataEstimation of stochastic volatility models with diagnosticsApplying estimated score tests in econometricsSources of asymmetry in production factor dynamicsTesting multiple equation systems for common nonlinear componentsTesting for the sandwich-form covariance matrix of the quasi-maximum likelihood estimatorCritical errors associated with parameter resolvabilityA comparison of approximation methods for the estimation of probability distributions on parametersRobust static designs for approximately specified nonlinear regression modelsEstimating the arbitrage pricing theory with observed macro factorsSUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown formModel checks for the volatility under microstructure noiseGlobal optimization of nonlinear least-squares problems by branch-and-bound and optimality constraintsAberrant Crypt Foci and Semiparametric Modeling of Correlated Binary DataEstimation of dynamic rate parameters in insect populations undergoing sublethal exposure to pesticidesOn the computation of estimators in systems with implicity defined variablesParameter estimation for gene regulatory networks from microarray data: cold shock response in \textit{Saccharomyces cerevisiae}A simple test for the parametric form of the variance function in nonparametric regressionTesting model assumptions in functional regression modelsRobust and efficient specification tests in Markov-switching autoregressive modelsA dynamic model for induced reactivation of latent virusEstimation of cusp in nonregular nonlinear regression models.Unnamed ItemGoodness-of-fit test for monotonous nonlinear regression models.Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation ruleOn a nonparametric test for linear relationshipsEstimation and testing linearity for non-linear mixed Poisson autoregressionsA novel statistical analysis and interpretation of flow cytometry dataMCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICESUnnamed ItemSmall sample properties of tests of linear restrictions on cointegrating vectors and their weightsAn improved method for the computation of maximum likelihood estimates for multinomial overdispersion modelsA characteristic function approach to the biased sampling model, with application to robust logistic regressionOn the estimation of the stereotype regression modelTesting for a unit root in time series using instrumental variable estimators with pretest data based model selectionChi-squared tests for evaluation and comparison of asset pricing modelsA simple test for parameter constancy in a nonlinear time series regression modelNonlinear nonparametric mixed-effects models for unsupervised classificationA simple definition of detection limitEcosystem modeling of college drinking: parameter estimation and comparing models to dataPolynomial tapered two-stage least squares method in nonlinear regressionIntegrating ridge-type regularization in fuzzy nonlinear regressionUsing inverse problem methods with surveillance data in pneumococcal vaccinationAsymptotics of Bayesian median loss estimationNonparametric regression estimation with general parametric error covarianceUnnamed ItemSecond-order nonlinear least squares estimationMultivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous tradingFourth order pseudo maximum likelihood methodsMethod of moments estimation and identifiability of semiparametric nonlinear errors-in-variables modelsTests of specification for parametric and semiparametric modelsA stick-slip/rouse hybrid model for viscoelasticity in polymersCriteria for global minimum of sum of squares in nonlinear regressionEconomic efficiency of Embrapa's research centers and the influence of contextual variablesSome generalizations on the algebra of I(1) processesNonlinear regression with multidimensional indices.Testing regression function adequacy in nonlinear multiresponse modelsThe large sample behaviour of the generalized method of moments estimator in misspecified modelsStructural change tests for simulated method of moments.Multi-step estimation and forecasting in dynamic modelsRobust tests in nonlinear regression modelsAnalysis of time series subject to changes in regimeStationarity testing under nonlinear models. Some asymptotic resultsA consistent test for the functional form of a regression based on a difference of variance estimatorsEstimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit TestingInference of change-point in single index modelsApproximate \(p\)-values of predictive tests for structural stabilityEstimating systems of equations with different instruments for different equationsFinancial econometrics: Past developments and future challengesPseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimatorsThe asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time seriesReduction of the curvature of a class of nonlinear regression modelsEstimating the parameters of the linear compartment modelOutlier robust analysis of long-run marketing effects for weekly scanning dataModeling the interdependence of volatility and inter-transaction duration processes.Limited information likelihood and Bayesian analysisAre consumption-based intertemporal capital asset pricing models structural?An empirical process central limit theorem for dependent non-identically distributed random variablesStatistical methods for model comparison in parameter estimation problems for distributed systemsSemiparametric estimation with missing covariatesOn estimation and testing when explanatory variables are partly endogenousSmooth change point estimation in regression models with random designConvergence properties of Gauss-Newton iterative algorithms in nonlinear image restorationConstrained estimation using penalization and MCMCTesting normality: a GMM approachThe estimating function bootstrap


This page was built for software: nlmdl