The following pages link to (Q5708419):
Displayed 50 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- The local partial autocorrelation function and some applications (Q87410) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Extended matrix variate gamma and beta functions (Q391859) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- Feedback Nash equilibria for linear quadratic descriptor differential games (Q417805) (← links)
- Stochastically exponential stability and stabilization of uncertain linear hyperbolic PDE systems with Markov jumping parameters (Q445109) (← links)
- Some considerations in relation to the matrix equation \(AXB = C\) (Q464343) (← links)
- Finite time convergent learning law for continuous neural networks (Q470197) (← links)
- On the use of coordinate-free matrix calculus (Q476258) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Matrix rank and inertia formulas in the analysis of general linear models (Q520137) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Weighted semi-trapezoidal approximations of fuzzy numbers (Q533135) (← links)
- The exact bias of \(s^2\) in linear panel regressions with spatial autocorrelation (Q621728) (← links)
- The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior (Q748206) (← links)
- A prey-predator model with migrations and delays (Q908155) (← links)
- Sensitivity of GLS estimators in random effects models (Q962219) (← links)
- On the concept of matrix derivative (Q990902) (← links)
- DSGE pileups (Q1655666) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Robust exponential synchronization for a class of master-slave distributed parameter systems with spatially variable coefficients and nonlinear perturbation (Q1665546) (← links)
- VARMA representation of DSGE models (Q1667985) (← links)
- Pythagorean generalization of testing the equality of two symmetric positive definite matrices (Q1680188) (← links)
- On identifying structural VAR models via ARCH effects (Q1695560) (← links)
- Spatial weights matrix selection and model averaging for spatial autoregressive models (Q1706440) (← links)
- What to expect when you're calibrating: measuring the effect of calibration on the estimation of macroeconomic models (Q1734604) (← links)
- Recurrent neural network for computing the \(W\)-weighted Drazin inverse (Q1735139) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- A generalization of a graph theory Mertens' theorem: Galois covering case (Q1748353) (← links)
- Extended matrix variate hypergeometric functions and matrix variate distributions (Q1751343) (← links)
- Coupling based estimation approaches for the average reward performance potential in Markov chains (Q1796998) (← links)
- The (multi-player) linear quadratic state feedback control problem for index one descriptor systems (Q1933540) (← links)
- Sensitivity analysis of discrete Markov chains via matrix calculus (Q1940324) (← links)
- An accurate Ritz approach for analysis of cracked stiffened plates (Q1984979) (← links)
- Increasing the power of specification tests (Q2000857) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- Nesbitt and Shapiro cyclic sum inequalities for positive definite matrices (Q2062308) (← links)
- On two correlated linear models with common and different parameters (Q2085792) (← links)
- Beyond the mean: a flexible framework for studying causal effects using linear models (Q2088915) (← links)
- Numerical solutions for coupled trapezoidal fully fuzzy Sylvester matrix equations (Q2092736) (← links)
- Procrustes analysis for high-dimensional data (Q2103574) (← links)
- Time to intervene: a continuous-time approach to network analysis and centrality (Q2141652) (← links)
- Optimization on matrix manifold based on gradient information and its applications in network control (Q2151061) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- An objective prior for hyperparameters in normal hierarchical models (Q2181721) (← links)
- Statistical analysis of sparse approximate factor models (Q2199708) (← links)
- Observer-based discrete-time sliding mode control for systems with unmatched uncertainties (Q2235446) (← links)