The following pages link to (Q3996621):
Displayed 50 items.
- Dynamic discrete choice and dynamic treatment effects (Q278261) (← links)
- Nonresponse in dynamic panel data models (Q291712) (← links)
- Granger causality and stopping times (Q317155) (← links)
- Identification of the 1PL model with guessing parameter: parametric and semi-parametric results (Q358516) (← links)
- Graphical modelling of multivariate time series (Q438963) (← links)
- On probabilistic parametric inference (Q451197) (← links)
- On Granger causality and the effect of interventions in time series (Q746001) (← links)
- Product-limit estimators of the survival function for two modified forms of current-status data (Q882880) (← links)
- Identifying elementary iterated systems through algorithmic inference: the Cantor set example (Q936740) (← links)
- Playing monotone games to understand learning behaviors (Q974103) (← links)
- Stochastic kinetic models: dynamic independence, modularity and graphs (Q988005) (← links)
- Linear mixed models with skew-elliptical distributions: a Bayesian approach (Q1023869) (← links)
- The maximal dominated subsets of a statistical experiment (Q1273024) (← links)
- Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
- Identifiability of structural characteristics: how relevant is it for the Bayesian approach? (Q1654333) (← links)
- Priors about observables in vector autoregressions (Q1740294) (← links)
- Robust Bayesian inference in elliptical regression models (Q1801423) (← links)
- Semiparametric instrumental variables estimation (Q1868975) (← links)
- Specification and identification issues in models involving a latent hierarchical structure (Q1869087) (← links)
- Bayesian evaluation of non-admissible conditioning (Q1886285) (← links)
- Bayesian model selection and prediction with empirical applications (Q1899250) (← links)
- On the Lebesgue decomposition of the posterior distribution with respect to the prior in regular Bayesian experiments (Q1914297) (← links)
- A note on the parameterization of multivariate skewed-normal distributions (Q1930647) (← links)
- On conditional independence and the relationship between sufficiency and invariance under the Bayesian point of view (Q1962123) (← links)
- Subjective risk measures: Bayesian predictive scenarios analysis (Q1962825) (← links)
- Causality between stopped filtrations and some applications (Q1982657) (← links)
- Nonparametric estimation of accelerated failure-time models with unobservable confounders and random censoring (Q2074294) (← links)
- Dependent Bayesian nonparametric modeling of compositional data using random Bernstein polynomials (Q2137796) (← links)
- Statistical causality and separable processes (Q2216981) (← links)
- Statistical causality and measurable separability of \(\sigma \)-algebras (Q2244580) (← links)
- Bayesian testing for nested hypotheses under partial observability (Q2257032) (← links)
- On the Bayesian nonparametric generalization of IRT-type models (Q2275424) (← links)
- Examples of \(L^2\)-complete and boundedly-complete distributions (Q2398615) (← links)
- The effect of schooling and ability on achievement test scores (Q2439067) (← links)
- School system evaluation by value added analysis under endogeneity (Q2443322) (← links)
- Non parametric analysis of panel data models with endogenous variables (Q2451792) (← links)
- Nonparametric instrumental variables estimation for efficiency frontier (Q2635051) (← links)
- Sobre admisibilidad y casi admisibilidad (Q3357299) (← links)
- A Gibbs sampler for learning DAG: a unification for discrete and Gaussian domains (Q3389643) (← links)
- Algorithmic Inference of Two-Parameter Gamma Distribution (Q3652736) (← links)
- Semi- and Non-parametric Bayesian Analysis of Duration Models with Dirichlet Priors: A Survey (Q4269634) (← links)
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
- NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS (Q4643226) (← links)
- Martingales with sufficient statistics (Q5085831) (← links)
- Inferring causal relations by modelling structures (Q5148503) (← links)
- What About the Posterior Distributions When the Model is Non-dominated? (Q5266574) (← links)
- NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS (Q5357390) (← links)
- SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS (Q5371151) (← links)
- On the Use of Bayes Factor in Frequentist Testing of a Precise Hypothesis (Q5421574) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)