The following pages link to (Q3750826):
Displayed 50 items.
- nlmdl (Q39525) (← links)
- Testing model assumptions in functional regression models (Q634563) (← links)
- Second-order nonlinear least squares estimation (Q734401) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- Analysis of time series subject to changes in regime (Q756894) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- Statistical methods for model comparison in parameter estimation problems for distributed systems (Q808588) (← links)
- Robust neural modeling for the cross-sectional analysis of accounting information (Q856316) (← links)
- Behavioral probabilities (Q867441) (← links)
- A comparison of approximation methods for the estimation of probability distributions on parameters (Q881495) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- An improved method for the computation of maximum likelihood estimates for multinomial overdispersion models (Q957175) (← links)
- On the estimation of the stereotype regression model (Q959281) (← links)
- Ecosystem modeling of college drinking: parameter estimation and comparing models to data (Q969906) (← links)
- Using inverse problem methods with surveillance data in pneumococcal vaccination (Q984179) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- A stick-slip/rouse hybrid model for viscoelasticity in polymers (Q1007741) (← links)
- Criteria for global minimum of sum of squares in nonlinear regression (Q1010525) (← links)
- Inference of change-point in single index models (Q1042765) (← links)
- Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule (Q1174639) (← links)
- Small sample properties of tests of linear restrictions on cointegrating vectors and their weights (Q1195087) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- A simple test for parameter constancy in a nonlinear time series regression model (Q1206328) (← links)
- Some generalizations on the algebra of I(1) processes (Q1260678) (← links)
- Testing regression function adequacy in nonlinear multiresponse models (Q1262658) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (Q1298426) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Estimating the parameters of the linear compartment model (Q1299494) (← links)
- Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
- On estimation and testing when explanatory variables are partly endogenous (Q1318980) (← links)
- Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- A relative weighting method for estimating parameters and variances in multiple data sets (Q1350410) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- Sources of asymmetry in production factor dynamics (Q1377334) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Estimating the arbitrage pricing theory with observed macro factors (Q1391067) (← links)
- SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form (Q1391607) (← links)
- Estimation of cusp in nonregular nonlinear regression models. (Q1421874) (← links)
- Goodness-of-fit test for monotonous nonlinear regression models. (Q1426647) (← links)
- A consistent test for the functional form of a regression based on a difference of variance estimators (Q1568309) (← links)
- Reduction of the curvature of a class of nonlinear regression models (Q1585580) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- Nonlinear regression with multidimensional indices. (Q1807838) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)