Pages that link to "Item:Q1132732"
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The following pages link to A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters (Q1132732):
Displayed 11 items.
- A note on flexible least squares (Q921825) (← links)
- Sequential nonlinear estimation with nonaugmented priors (Q1094800) (← links)
- The flexible least squares approach to time-varying linear regression (Q1104002) (← links)
- Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation (Q1107245) (← links)
- Deterministic chaos and fractal attractors as tools for nonparametric dynamical econometric inference: With an application to the Divisia monetary aggregates (Q1110432) (← links)
- Time-varying linear regression via flexible least squares (Q1116593) (← links)
- An organizing principle for dynamic estimation (Q1117890) (← links)
- A sequential method for nonlinear filtering: Numerical implementation and comparisons (Q1138528) (← links)
- A multicriteria approach to model specification and estimation (Q1351869) (← links)
- Individual tracking of an eigenvalue and eigenvector of a parameterized matrix (Q3933537) (← links)
- Exact sequential filtering, smoothing and prediction for nonlinear systems (Q5903873) (← links)