The following pages link to (Q3996274):
Displayed 50 items.
- Global optimization of statistical functions with simulated annealing (Q59975) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
- Highly accurate likelihood analysis for the seemingly unrelated regression problem (Q262792) (← links)
- A restricted \(r\)-\(k\) class estimator in the mixed regression model with autocorrelated disturbances (Q284198) (← links)
- Consumer preferences and demand systems (Q299453) (← links)
- Influence measures in ridge regression when the error terms follow an AR(1) process (Q311286) (← links)
- Pricing the risks of default (Q375364) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
- A note on the properties of Stein-rule and inequality restricted estimators when the regression model is over-fitted (Q601897) (← links)
- Pooling multivariate data under W, LR and LM tests (Q819425) (← links)
- Forecasting daily supermarket sales using exponentially weighted quantile regression (Q857373) (← links)
- Expected MSE of errors-in-variables and omitted variables models (Q902690) (← links)
- Supply management with intermittent trade disruptions when the probabilities are not fully known (Q910318) (← links)
- A note on flexible least squares (Q921825) (← links)
- Robust versus optimal strategies for two-alternative forced choice tasks (Q972193) (← links)
- Using least squares and Tobit in second stage DEA efficiency analyses (Q1015001) (← links)
- A stochastic restricted ridge regression estimator (Q1026359) (← links)
- Functional semiparametric partially linear model with autoregressive errors (Q1049535) (← links)
- Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments (Q1117662) (← links)
- Athletes and work (Q1128803) (← links)
- Bayes inference in the Tobit censored regression model (Q1186049) (← links)
- Impulse response analysis of cointegrated systems (Q1186063) (← links)
- Approximation of Bayesian posterior densities in the heteroskedastic error regression model (Q1192999) (← links)
- Simple exact bounds for distributions of linear signed rank statistics (Q1193812) (← links)
- Bayes regression with autoregressive errors. A Gibbs sampling approach (Q1260673) (← links)
- Small-sample properties of ML, COLS, and DEA estimators of frontier models in the presence of heteroscedasticity. (Comment by R.D.Banker, H.S.Chang, and W.W.Cooper) (Q1296012) (← links)
- Biases in frontier estimation due to heteroscedasticity (Q1311242) (← links)
- A comparative analysis of different specifications of modal choice models in an urban area (Q1322156) (← links)
- Quantitative assessment of tariff endogeneity. Interwar vs. postwar (Q1327907) (← links)
- Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
- A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property (Q1341477) (← links)
- A maximum entropy approach to estimation and inference in dynamic models or Counting fish in the sea using maximum entropy (Q1351322) (← links)
- Estimation and inference with censored and ordered multinomial response data (Q1362054) (← links)
- Applying linear time-varying constraints to econometric models: With an application to demand systems (Q1362058) (← links)
- Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors (Q1413397) (← links)
- A test of the conditional convergence hypothesis: Econometric evidence from African countries (Q1606372) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Forecasting seasonal time series data: a Bayesian model averaging approach (Q1729308) (← links)
- Preliminary test estimation in system regression models in view of asymmetry (Q1729320) (← links)
- The problem of near-multicollinearity revisited: erratic vs systematic volatility. (Q1867728) (← links)
- Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
- Testing for unit roots in a Bayesian framework (Q1899242) (← links)
- Some consequences of model misspecification for \(t\) testing in a structural equation (Q1918161) (← links)
- GLS detrending and unit root testing (Q1934175) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Minimum mean-squared error estimation in linear regression with an inequality constraint (Q1973322) (← links)
- Measuring the temporary component of stock prices: robust multivariate analysis (Q1978571) (← links)
- Effects of prior distributions: an application to piped water demand (Q1994021) (← links)