The following pages link to (Q4870467):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Impact factors (Q265013) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Generalized moment estimation of stochastic differential equations (Q311323) (← links)
- Constrained test in linear models with multivariate power exponential distribution (Q333396) (← links)
- A globally consistent nonlinear least squares estimator for identification of nonlinear rational systems (Q510143) (← links)
- Improved regression calibration (Q692408) (← links)
- Preliminary estimators for a mixture model of ordinal data (Q695676) (← links)
- Left-censored dementia incidences in estimating cohort effects (Q825201) (← links)
- Local influence for Student-\(t\) partially linear models (Q901515) (← links)
- Two orthogonal continents? Testing a two-country DSGE model of the US and the EU using indirect inference (Q967261) (← links)
- Testing a model of the UK by the method of indirect inference (Q1025597) (← links)
- Testing a DSGE model of the EU using indirect inference (Q1037552) (← links)
- Prediction via estimating functions (Q1298944) (← links)
- A consistent bootstrapped GMM estimator for the linear model with arbitrary inequality constraints on parameters (Q1393067) (← links)
- Comparison between schistosomiasis transmission modelings considering acquired immunity and age-structured contact pattern with infested water (Q1399008) (← links)
- Model selection using AIC in the presence of one-sided information (Q1399268) (← links)
- Identification and estimation of incomplete information games with multiple equilibria (Q1706497) (← links)
- An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) (← links)
- Quasi Akaike and quasi Schwarz criteria for model selection: a surprising consistency result (Q1934049) (← links)
- Joint econometric modeling of spot electricity prices, forwards and options (Q1937840) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- The role of conditional likelihoods in latent variable modeling (Q2088910) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random (Q2242002) (← links)
- On categorical time series models with covariates (Q2274307) (← links)
- Bilinear form test statistics for extremum estimation (Q2295359) (← links)
- Inference in a structural heteroskedastic calibration model (Q2340396) (← links)
- Testing macro models by indirect inference: a survey for users (Q2416169) (← links)
- On diagnostics in symmetrical nonlinear models (Q2485559) (← links)
- Smoothing spline based tests for nonlinearity in a partially linear model (Q2495821) (← links)
- Asset pricing with flexible beliefs (Q2687881) (← links)
- Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
- Empirical likelihood in long-memory time series models (Q2930886) (← links)
- One-Sided Tests in Linear Models with Multivariate<i>t</i>-Distribution (Q3155627) (← links)
- An alternative Wald type test for two linear restrictions with applications to non-linear models (Q3615024) (← links)
- ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION (Q4540674) (← links)
- ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS (Q4561972) (← links)
- DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION (Q4561981) (← links)
- Inference in dynamic discrete choice problems under local misspecification (Q4629403) (← links)
- A Simple New Algorithm for Quadratic Programming with Applications in Statistics (Q4921620) (← links)
- Risk Classification for Claim Counts (Q5019771) (← links)
- Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
- Granularity Adjustment for Efficient Portfolios (Q5080553) (← links)
- Bayesian estimation of a proportional hazards model for double-censored durations (Q5106792) (← links)
- Errors-in-variables beta regression models (Q5128661) (← links)
- Local influence for elliptical partially varying-coefficient model (Q5142202) (← links)
- Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (Q5225252) (← links)
- Influence diagnostics for elliptical semiparametric mixed models (Q5233485) (← links)