Pages that link to "Item:Q5639217"
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The following pages link to Identification in Parametric Models (Q5639217):
Displaying 50 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (Q77666) (← links)
- A flexible zero-inflated model to address data dispersion (Q86477) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Instrumental variable estimation of nonseparable models (Q280226) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- Linking item response model parameters (Q316717) (← links)
- Estimability analysis and optimal design in dynamic multi-scale models of cardiac electrophysiology (Q321419) (← links)
- Random effects in promotion time cure rate models (Q429623) (← links)
- News shocks or parametric indeterminacy? an observational equivalence result in linear rational expectations models (Q435790) (← links)
- A hybrid symbolic-numerical method for determining model structure (Q441270) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- Determining identifiable parameter combinations using subset profiling (Q464516) (← links)
- Identification of causal effects in linear models: beyond instrumental variables (Q497856) (← links)
- QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices (Q515123) (← links)
- Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
- Underidentification? (Q528042) (← links)
- Determining the parametric structure of models (Q608874) (← links)
- On the unidentifiability of the fixed-effects 3PL model (Q748213) (← links)
- Modeling and parameter subset selection for fibrin polymerization kinetics with applications to wound healing (Q829309) (← links)
- Bootstrap-based model selection criteria for beta regressions (Q905106) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- A new algorithm for estimating the parameters and their asymptotic covariance in correlation and association models (Q956839) (← links)
- Estimating difficulty from polytomous categorical data (Q985441) (← links)
- Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data (Q1019979) (← links)
- Identifiability and equivalence of GLLIRM models (Q1029515) (← links)
- Identifiability of parameters in latent structure models with many observed variables (Q1043732) (← links)
- Global identification of the semiparametric Box-Cox model (Q1046208) (← links)
- Complete parameter bounds and quasiidentifiability conditions for a class of unidentifiable linear systems (Q1052975) (← links)
- Bayesian analysis of switching regression models (Q1075000) (← links)
- Identification of linear stochastic models with covariance restrictions (Q1077122) (← links)
- The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
- Identification, information and instruments in linear econometric models with rational expectations (Q1118317) (← links)
- Inference for the random coefficients bifurcating autoregressive model for cell lineage studies (Q1125527) (← links)
- Local identification of ARMAX structures subject to nonlinear constraints (Q1138868) (← links)
- The estimation of the ambulatory medical care technology where output is an unobservable variable (Q1138880) (← links)
- Sequential generation of D-optimal input designs for linear dynamic systems (Q1142518) (← links)
- Partial observability in bivariate probit models (Q1142523) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- Sensitivity and parameter identifiability in linear systems (Q1159585) (← links)
- Identification and estimation of discrete state-vector models with stochastic inputs (Q1160107) (← links)
- Formulation and estimation of dynamic models using panel data (Q1165549) (← links)
- Local identifiability of time-invariant linear systems by periodic test signals (Q1165820) (← links)
- Identification of rational expectations models (Q1166232) (← links)
- Extensions of estimation methods using the EM algorithm (Q1176713) (← links)
- How common is identification in parametric models? (Q1194024) (← links)
- Exact modelling and identifiability of linear systems (Q1194869) (← links)
- Bayesian inference in error-in-variables models (Q1213267) (← links)
- Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances (Q1227431) (← links)
- Identification of simultaneous equation models with measurement error (Q1233291) (← links)
