The following pages link to (Q4802629):
Displayed 50 items.
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- Ridge estimation in linear models with heteroskedastic errors (Q356502) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Item response theory for longitudinal data: population parameter estimation (Q558049) (← links)
- Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance (Q613742) (← links)
- Forecasting in the presence of large shocks (Q671541) (← links)
- An alternative two stage least squares \((2SLS)\) estimator for latent variable equations (Q676532) (← links)
- On the consistency of the LIML estimator of a spatial autoregressive model with many instruments (Q694923) (← links)
- Testing for spatial lag and spatial error dependence using double length artificial regressions (Q744768) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- Model selection using information criteria and genetic algorithms (Q816056) (← links)
- Testing for jumps in the EGARCH process (Q834296) (← links)
- Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
- Graphical methods for investigating the finite-sample properties of confidence regions (Q962250) (← links)
- Asset price prediction using seasonal decomposition (Q1000351) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
- On testing a subset of regression parameters under heteroskedasticity (Q1020699) (← links)
- A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection (Q1023683) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Internal supply chain coordination in the electric utility industry (Q1027552) (← links)
- Wage compensation for job-related illness: Evidence from a matched employer and employee survey in the UK (Q1028362) (← links)
- Effects of constrained supply and price contracts on agricultural cooperatives (Q1042230) (← links)
- Demand systems with unit values: A comparison of two specifications (Q1128585) (← links)
- Bootstrap-based critical values for tests of common factor restrictions (Q1128779) (← links)
- Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation (Q1128920) (← links)
- The symmetric problem in the linear almost ideal demand system (Q1128928) (← links)
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- A comparison of the power of some tests for conditional heteroscedasticity (Q1285811) (← links)
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
- On the use of sampling weights when estimating regression models with survey data (Q1298447) (← links)
- Two-step estimation of panel data models with censored endogenous variables and selection bias (Q1298468) (← links)
- Infrastructure and productivity: A nonlinear approach (Q1302759) (← links)
- Foundations of statistical inference based on numerical roots of robust pivot functions (Q1305647) (← links)
- Distribution-free estimation of some nonlinear panel data models (Q1305662) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- Cointegration tests on MARS (Q1318307) (← links)
- Global estimation of feedforward networks with a priori constraints (Q1342437) (← links)
- An assessment of soil nitrogen testing considering the carry-over effect (Q1347890) (← links)
- Measuring business cycles with business-cycle models (Q1350461) (← links)
- Simple LM tests of mis-specification for ordered logit models (Q1350857) (← links)
- Testing for random individual and time effects using a Gauss-Newton regression (Q1351728) (← links)
- Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data (Q1362032) (← links)
- Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Estimation and inference with censored and ordered multinomial response data (Q1362054) (← links)
- Rank tests for unit roots (Q1372920) (← links)
- Nonlinear stochastic trends (Q1372923) (← links)
- Hausman tests for autocorrelation in the presence of lagged dependent variables. Some further results (Q1377326) (← links)