Pages that link to "Item:Q5905022"
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The following pages link to Maximum Likelihood Estimation of Misspecified Models (Q5905022):
Displayed 50 items.
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
- Asymptotics in Bayesian decision theory with applications to global robustness (Q558055) (← links)
- Consistent estimation of limited dependent variable models despite misspecification of distribution (Q580866) (← links)
- Regression models for positive random variables (Q583811) (← links)
- Detecting multiple outliers with an application to R \& D productivity (Q583821) (← links)
- Disequilibrium and uncertainty in cointegrated systems (Q672564) (← links)
- Simulated conditional moment tests (Q672615) (← links)
- Density estimation through convex combinations of densities: Approximation and estimation bounds (Q676599) (← links)
- From association to causation via regression (Q679036) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← links)
- Factor and ideal point analysis for interpersonally incomparable data (Q756345) (← links)
- Distributional specification tests against semiparametric alternatives (Q756347) (← links)
- Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
- Asymptotic criteria for model selection (Q796947) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← links)
- On model expansion, model contraction, identifiability and prior information: two illustrative scenarios involving mismeasured variables (Q819958) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Central bank intervention and heterogeneous exchange rate expectations: evidence from the daily DEM/US-dollar exchange rate (Q850606) (← links)
- Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition (Q855905) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Parametric robust test for several variances with unknown underlying distributions (Q862360) (← links)
- Consistency of estimators of population scaled parameters using composite likelihood (Q883786) (← links)
- On the coefficient of determination for mixed regression models (Q935432) (← links)
- A variance component test for mixed hidden Markov models (Q947195) (← links)
- Generalized linear model selection using \(R^2\) (Q951026) (← links)
- Robust designs for misspecified logistic models (Q953833) (← links)
- The influence of violations of assumptions on multilevel parameter estimates and their standard errors (Q956941) (← links)
- Robust variance estimation for random effects meta-analysis (Q959453) (← links)
- Econometric analysis of financial trade processes by discrete mixture duration models (Q959753) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models (Q996982) (← links)
- A score test for overdispersion in Poisson regression based on the generalized Poisson-2 model (Q999008) (← links)
- A note on bias due to fitting prospective multivariate generalized linear models to categorical outcomes ignoring retrospective sampling schemes (Q1000573) (← links)
- Extrapolation and confounding in accelerated material degradation and failure studies (Q1007430) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Some comments on maximum likelihood and partial least squares methods (Q1055146) (← links)
- Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem (Q1058794) (← links)
- Score tests for zero covariances in recursive linear models for grouped or censored data (Q1067740) (← links)
- Modified Lagrange multiplier tests for problems with one-sided alternatives (Q1083155) (← links)
- A semi-parametric censored regression estimator (Q1083158) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Generalised residuals and heterogeneous duration models with applications to the Weibull model (Q1086970) (← links)
- Residual analysis in the grouped and censored normal linear model (Q1087296) (← links)
- Bivariate alternatives to the Tobit model (Q1087299) (← links)
- Generalised residuals (Q1089706) (← links)
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions (Q1092542) (← links)
- Regression-based specification tests for the multinomial logit model (Q1093298) (← links)