The following pages link to Topics in Advanced Econometrics (Q4301141):
Displayed 48 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- Econometrics of first-price auctions with entry and binding reservation prices (Q262755) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
- Gradient algorithms for quadratic optimization with fast convergence rates (Q409265) (← links)
- Expert information and nonparametric Bayesian inference of rare events (Q516475) (← links)
- Regression towards the mode (Q528024) (← links)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Inferring welfare maximizing treatment assignment under budget constraints (Q738143) (← links)
- A class of Rényi information estimators for multidimensional densities (Q955135) (← links)
- Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121) (← links)
- Some restriction tests in a new class of regression models for proportions (Q961886) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate (Q1372921) (← links)
- Comparison of a large number of regression curves (Q1679568) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- A strong law of large numbers for triangular mixingale arrays (Q1916163) (← links)
- A semiparametric panel data model for markets in disequilibrium (Q1927764) (← links)
- Nonparametric adaptive inference of birth and death models in a large population limit (Q2043821) (← links)
- On the Gompertz-Makeham law: a useful mortality model to deal with human mortality (Q2083430) (← links)
- On the mean-parameterized Bell-Touchard regression model for count data (Q2109858) (← links)
- Inference and model selection in general causal time series with exogenous covariates (Q2136604) (← links)
- On a heavy-tailed parametric quantile regression model for limited range response variables (Q2184419) (← links)
- Explaining individual predictions when features are dependent: more accurate approximations to Shapley values (Q2238680) (← links)
- On partial-sum processes of ARMAX residuals (Q2284371) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- Conditional least squares and copulae in claims reserving for a single line of business (Q2513453) (← links)
- Research on chest radiography recognition model based on deep learning (Q2693624) (← links)
- Modeling nonlinear time series with local mixtures of generalized linear models (Q3023645) (← links)
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (Q3411052) (← links)
- Myopic loss aversion and margin of safety: the risk of value investing (Q3437406) (← links)
- Fourier Analysis of Irregularly Spaced Data on<i>R</i><i>d</i> (Q3551038) (← links)
- The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis (Q3589965) (← links)
- SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS (Q3632399) (← links)
- On the regularization of singular c-optimal designs (Q3646058) (← links)
- A diagnostic statistic for functional-coefficient autoregressive models (Q4216592) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity (Q4414344) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- A test of linearity against functional coefficient autoregressive models (Q4935423) (← links)
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model (Q5086336) (← links)
- Nonlinear least squares estimation of the periodic <i>EXPAR</i>(1) model (Q5093721) (← links)
- Bootstrap tests for time varying cointegration (Q5862480) (← links)
- Multiscale extensions for enhancing coarse grid computations (Q6099501) (← links)
- Multivariate zero-inflated Bell distribution and its inference and applications (Q6135601) (← links)