scientific article; zbMATH DE number 3366405

From MaRDI portal
Revision as of 04:12, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5639251

zbMath0231.62114MaRDI QIDQ5639251

Richard E. Quandt, Stephen M. Goldfeld

Publication date: 1972


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (77)

Unnamed ItemApproximate generalized extreme value models of discrete choiceAggregate production planning by stochastic controlThe dynamics of make or buy decisionsSemiparametric random coefficient regression modelsADAPTIVE ESTIMATION IN A HETEROSCEDASTIC NONPARAMETRIC REGRESSIONAggregation of preferences by the generalized row sum methodNonlinear measures of technical efficiencyMeasuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2saeStochastic specification and the estimation of share equationsA comparative study for the estimation of parameters in nonlinear modelsA rule of thumb for mixed heteroskedasticityThe degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimatorThe power and robustness properties of tests for heteroskedasticity when the regressors are trendedWeighted least squares estimation of the linear probability model, revisitedA least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parametersEfficient robust nonparametric estimation in a semimartingale regression modelLarge sample estimation and testing procedures for dynamic equation systemsThe Kuznets hypothesis: An indirect testA switching regression method using inequality conditionsA classified bibliography of Monte Carlo studies in econometricsUnnamed ItemESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESSOn the efficient computation of the nonlinear full-information maximum- likelihood estimatorTesting for heteroscedasticity in simultaneous equation modelsReprint of: Formulation and estimation of stochastic frontier production function modelsA generalized Newton algorithm using higher-order derivativesA note on Studentizing a test for heteroscedasticityThe small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errorsOptimum exponential regression with one nonlinear termOn the use of higher order derivatives in optimization using Lagrange's expansionExact maximum likelihood estimation of structured or unit root multivariate time series modelsAsymptotically efficient estimators for nonparametric heteroscedastic regression modelsEstimation of Markov regime-switching regression models with endogenous switchingA Markov model for switching regressionsEstimation in a disequilibrium model and the value of informationAn Efficient Estimation for Switching Regression Models: A Monte Carlo StudyThe structure of simultaneous equations estimatorsAlternative parameter estimators based upon grouped dataThree-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equationsMaximum Likelihood Estimation of a Labour Demand System. An Application of a Model of Seemingly Unrelated Regression Equations with the Regression Errors Composed of Two ComponentsA note on the power of the durbin-watson test with 2SLSSharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression modelsEconometric modelling with nonnormal disturbancesSoftware for the computation of Tobit model estimatesFormulation and estimation of stochastic frontier production function modelsAn econometric model of the petroleum industryA note on a heteroscedastic modelThe distribution of changes in manufacturing employment and the impact of the minimum wageAdaptive asymptotically efficient estimation in heteroscedastic nonparametric regressionEstimation of some limited dependent variable models with application to housing demandMODEL BUILDING AND DATA MININGSampling studies with nonlinear simultaneous equations: a preliminary appraisalResiduals in tests for adequacy of regression relationshipsEfficient estimation of income distribution parametersEstimation of Parameters in the Joinpoint Two-Regime Regression ModelMoment-based estimation of smooth transition regression models with endogenous variablesTesting for multiplicative heteroskedasticityA Bayesian analysis of generalized threshold autoregressive modelsAn approach to n-mode components analysisA study of several new and existing tests for heteroscedasticity in the general linear modelDiscussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam EfromovichTests of efficiency in data envelopement analysisAdaptive estimators for nonparametric heteroscedastic regression modelsUK government expenditure and electoral security in the 1980s: A nonlinear analysisTest for normality in the econometric disequilibrium markets modelThe nonlinear two-stage least-squares estimatorA computer program to minimize a function with many variables using computer evaluated exact higher-order derivativesGeneralized Newton algorithm to minimize a function with many variables using computer-evaluated exact higher-order derivativesMonte Carlo methodology and the small sample behaviour of ordinary and two-stage least squaresRecursive stability analysis of linear regression relationships. An exploratory methodologyA comparison of the power of some tests for heteroskedasticity in the general linear modelA heteroscedasticity-consistent covariance matrix estimator for time series regressionsAn extension of a standard test for heteroskedasticity to a systems frameworkA Bayesian analysis of some threshold switching modelsComprehensively testing linearity hypothesis using the smooth transition autoregressive modelEconometric disequilibrium models







This page was built for publication: