The following pages link to (Q4743645):
Displaying 12 items.
- Testing strategies for model specification (Q1084825) (← links)
- Semiparametric random coefficient regression models (Q1335367) (← links)
- On nonparametric estimation of intercept and slope distributions in random coefficient regression (Q1354468) (← links)
- Curve estimation when the design density is low (Q1359422) (← links)
- Random coefficient regressions: parametric goodness-of-fit tests. (Q1417818) (← links)
- Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence. (Q1858947) (← links)
- Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression (Q2215956) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic (Q4019128) (← links)
- Efficient pseudo-Gaussian and rank-based detection of random regression coefficients (Q5114480) (← links)
- Robust Eligible Own Funds and Value at Risk Under Solvency II System (Q5417910) (← links)
- Application of M-Estimators to Cross-Section Effect Models (Q5697367) (← links)
