Pages that link to "Item:Q494413"
From MaRDI portal
The following pages link to Testing linearity using power transforms of regressors (Q494413):
Displaying 9 items.
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
- Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS (Q4585031) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
- Sequentially estimating the structural equation by power transformation (Q6542440) (← links)
