GAUSS
From MaRDI portal
Cited in
(only showing first 100 items - show all)- Editorial: Special section on Microsoft Excel 2007
- On the accuracy of statistical procedures in Microsoft Excel 2007
- The accuracy of statistical distributions in Microsoft\(^{\circledR}\) Excel 2007
- Kernel estimation with cross-validation using the fast Fourier transform
- Bartlett adjustments for systems of linear equations with linear restrictions
- Least-squares fitting from the variogram cloud
- EViews
- gretl
- Stochastic optimum control of macroeconometric models using the algorithm OPTCON
- Vector attenuation bias in the classical errors-in-variables model
- RATS
- A sensitivity analysis of two multivariate response models
- Repeated challenge studies: A comparison of union-intersection testing with linear modeling
- Computing compound distributions faster!
- A new algorithm for solution of equations of MHD channel flows at moderate Hartmann numbers
- XploRe
- Factor models for multivariate count data.
- GAUSSX
- SIMANN
- OPTCON
- Testing the significance of a common risk difference in meta-analysis.
- The effects of inflation and time-value of money on an economic order quantity model with a random product life cycle
- A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation.
- Adjusted estimates and Wald statistics for the AR(1) model with constant
- Collecting spatial data. Optimum design of experiments for random fields.
- A Monte Carlo EM method for estimating multinomial probit models.
- On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data
- Limiting distributions of MLE and UMVUE in the biparametric uniform distribution
- Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
- A modified score function estimator for multinomial logistic regression in small samples.
- SHAZAM
- LIMDEP
- PcGive
- Optgame
- Using Fisher scoring to fit extended Poisson process models
- Feature-based elimination: Model and empirical comparison
- Measuring the effects of new brand introduction on inter-brand strategic interaction
- daMA
- Three estimators for the Poisson regression model with measurement errors
- Assessing gamma frailty models for clustered failure time data
- Asymptotic filtering theory for multivariate ARCH models
- Efficient algorithms for generating truncated multivariate normal distributions
- C for econometricians
- Programming languages in economics
- Two stage least squares estimation in structural cointegration models
- Factor-based comparison of several populations using the COMPAR software
- An exact algorithm for estimating breakpoints in segmented generalized linear models
- Diehard
- depmix
- EmmPack
- Gnumeric
- HUMMER
- HYDRA
- M-estimator for estimating the Burr type III parameters with outliers
- Mixtures of (constrained) ultrametric trees
- An INAR(1) negative multinomial regression model for longitudinal count data
- Estimation and testing when explanatory variables are endogenous. An application to a demand system
- timeDate
- R.oo
- PROC REG
- Nonlinear regime-switching state-space (RSSS) models
- Genetic algorithm segmentation in partial least squares structural equation modeling
- Maximal invariant likelihood based testing of semi-linear models
- Effect size, power, and sample size determination for structured means modeling and mimic approaches to between-groups hypothesis testing of means on a single latent construct
- Regression among factor scores
- AS 183
- SSMMATLAB
- Econometric modelling with time series. Specification, estimation and testing
- Latent class modeling approaches for assessing diagnostic error without a gold standard: with applications to p53 immunohistochemical assays in bladder tumors
- A latent autoregressive model for longitudinal binary data subject to informative missingness
- Mx
- Parametric Nonlinear Regression with Endogenous Switching
- OpenOffice Calc
- Some Generalized Stochastic Compartment Models for Digesta Flow
- scientific article; zbMATH DE number 4205782 (Why is no real title available?)
- SIMANN: A Global Optimization Algorithm using Simulated Annealing
- EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments
- A Markov-Chain Sampling Algorithm for GARCH Models
- AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY
- A comparison of model selection indices for nested latent class models
- Modeling Tumor Growth with Random Onset
- Analysing State Dependences in Emotional Experiences by Dynamic Count Data Models
- A Cautionary Note on the Robustness of Latent Class Models for Estimating Diagnostic Error without a Gold Standard
- Modeling Longitudinal Biomarker Data from Multiple Assays that Have Different Known Detection Limits
- OccBin
- Applied Econometrics Using the SAS® System
- GeoDaSpace
- RobAStBase
- games
- EI
- CML
- Monty Python
- FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
- scientific article; zbMATH DE number 1191619 (Why is no real title available?)
- scientific article; zbMATH DE number 50441 (Why is no real title available?)
- Existence and Uniqueness of the Maximum Likelihood Estimator for a Multivariate Probit Model
- scientific article; zbMATH DE number 1070609 (Why is no real title available?)
- Bayesian Neural Network Models for Censored Data
- Cautions in testing variance equality with randomization tests
- Indirect inference for fractional time series models
This page was built for software: GAUSS
