Pages that link to "Item:Q697475"
From MaRDI portal
The following pages link to Two-step likelihood estimation procedure for varying-coefficient models (Q697475):
Displaying 15 items.
- Functional coefficient instrumental variables models (Q274916) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- On two-step estimation for varying coefficient models (Q395924) (← links)
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients (Q738166) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Quantile regression in varying coefficient models. (Q1427801) (← links)
- An alternative bandwidth selection method for estimating functional coefficient models (Q1673516) (← links)
- New efficient spline estimation for varying-coefficient models with two-step knot number selection (Q2044766) (← links)
- A similarity-based approach to time-varying coefficient non-stationary autoregression (Q2931596) (← links)
- Reducing component estimation for varying coefficient models (Q3525833) (← links)
- SiZer inference for generalized varying coefficient models (Q4960778) (← links)
- Location Multiplicative Error Models with Quasi Maximum Likelihood Estimation (Q5111852) (← links)
- Asymptotic Normality of<i>M</i>-Estimators for Varying Coefficient Models with Longitudinal Data (Q5321942) (← links)
- Varying Coefficient Regression Models: A Review and New Developments (Q6064064) (← links)
- Partially varying coefficient instrumental variables models (Q6646554) (← links)
