Generalised residuals
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Cites work
- scientific article; zbMATH DE number 3921780 (Why is no real title available?)
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- scientific article; zbMATH DE number 3742479 (Why is no real title available?)
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- scientific article; zbMATH DE number 3602484 (Why is no real title available?)
- scientific article; zbMATH DE number 3263751 (Why is no real title available?)
- Maximum Likelihood Estimation of Misspecified Models
- On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables
- Residual analysis in the grouped and censored normal linear model
- Testing the normality assumption in multivariate simultaneous limited dependent variable models
Cited in
(31)- GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
- Residuals in Generalized Linear Models
- Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
- Revisiting the transitional dynamics of business cycle phases with mixed-frequency data
- Generalized residuals and outlier detection for ordinal data with challenging data structures
- Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
- Simulated residuals
- Adaptive learning and equilibrium selection in experimental coordination games: An ARCH(1) approach
- Marriage, divorce, and asymmetric information
- Bayesian analysis of least absolute relative error regression
- Time-varying transition probabilities for Markov regime switching models
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables
- Residuals and their statistical properties in symmetrical nonlinear models
- Evaluating specification tests for Markov-switching time-series models
- Testing exogeneity of multinomial regressors in count data models: does two-stage residual inclusion work?
- Bivariate non-normality in the sample selection model
- Two-step estimation of panel data models with censored endogenous variables and selection bias
- Commercial and residential mortgage defaults: spatial dependence with frailty
- Approximate maximum likelihood for complex structural models
- An LM test based on generalized residuals for random effects in a nonlinear model
- Probability-scale residuals for continuous, discrete, and censored data
- Properties of optimal forecasts under asymmetric loss and nonlinearity
- Indirect estimation of (latent) linear models with ordinal regressors. A Monte Carlo study and some empirical illustrations
- A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and probit models
- Monetary and fiscal policy switching with time-varying volatilities
- Likelihood Estimation for Censored Random Vectors
- Specification tests in ordered logit and probit models
- Model averaging estimation of generalized linear models with imputed covariates
- Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs
- Contracting in space: An application of spatial statistics to discrete-choice models
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