The following pages link to Generalised residuals (Q1089706):
Displaying 28 items.
- Contracting in space: An application of spatial statistics to discrete-choice models (Q109367) (← links)
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
- Bivariate non-normality in the sample selection model (Q312350) (← links)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs (Q473364) (← links)
- An LM test based on generalized residuals for random effects in a nonlinear model (Q498830) (← links)
- Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables (Q1341200) (← links)
- Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation (Q1381199) (← links)
- Adaptive learning and equilibrium selection in experimental coordination games: An ARCH(1) approach (Q1581905) (← links)
- Monetary and fiscal policy switching with time-varying volatilities (Q1670198) (← links)
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models (Q1806695) (← links)
- Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations (Q1849311) (← links)
- GARCH estimation and discrete stock prices: an application to low-priced Australian stocks (Q1927389) (← links)
- Approximate maximum likelihood for complex structural models (Q2106374) (← links)
- Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work? (Q2312950) (← links)
- Commercial and residential mortgage defaults: spatial dependence with frailty (Q2323366) (← links)
- Model averaging estimation of generalized linear models with imputed covariates (Q2343756) (← links)
- Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables (Q2451816) (← links)
- MARRIAGE, DIVORCE, AND ASYMMETRIC INFORMATION (Q2935190) (← links)
- Evaluating Specification Tests for Markov-Switching Time-Series Models (Q3552842) (← links)
- Specification tests in ordered logit and probit models (Q4373274) (← links)
- Bayesian Analysis of Least Absolute Relative Error Regression (Q5177598) (← links)
- Time‐Varying Transition Probabilities for Markov Regime Switching Models (Q5346584) (← links)
- Likelihood Estimation for Censored Random Vectors (Q5466757) (← links)
- Probability‐scale residuals for continuous, discrete, and censored data (Q5507369) (← links)
- Revisiting the transitional dynamics of business cycle phases with mixed-frequency data (Q5860939) (← links)
- Generalized residuals and outlier detection for ordinal data with challenging data structures (Q6067174) (← links)
