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MaRDI QIDQ39525swMATHFDO

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Cited in

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• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
• Estimation of nonlinear models with Berkson measurement errors
• Estimating systems of equations with different instruments for different equations
• Model checks for the volatility under microstructure noise
• A characteristic function approach to the biased sampling model, with application to robust logistic regression
• Economic efficiency of Embrapa's research centers and the influence of contextual variables
• Estimation of dynamic rate parameters in insect populations undergoing sublethal exposure to pesticides
• Small sample properties of tests of linear restrictions on cointegrating vectors and their weights
• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Criteria for global minimum of sum of squares in nonlinear regression
• Bootstrapping GMM estimators for time series
• A stick-slip/rouse hybrid model for viscoelasticity in polymers
• Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
• Model selection criteria based on Kullback information measures for nonlinear regression
• Estimating the arbitrage pricing theory with observed macro factors
• Short run and long run causality in time series: inference
• Structural change tests for simulated method of moments.
• Global optimization of nonlinear least-squares problems by branch-and-bound and optimality constraints
• An empirical process central limit theorem for dependent non-identically distributed random variables
• A simple test for the parametric form of the variance function in nonparametric regression
• Estimation of stochastic volatility models with diagnostics
• Tests of specification for parametric and semiparametric models
• A consistent test for the functional form of a regression based on a difference of variance estimators
• Robust discrimination designs
• Asymptotics of Bayesian median loss estimation
• Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data
• Estimation and testing linearity for non-linear mixed Poisson autoregressions
• A comparison of approximation methods for the estimation of probability distributions on parameters
• Limited information likelihood and Bayesian analysis
• Modeling the interdependence of volatility and inter-transaction duration processes.
• Testing model assumptions in functional regression models
• Fourth order pseudo maximum likelihood methods
• Statistical inferences from serially correlated methylene chloride data
• Convergence properties of Gauss-Newton iterative algorithms in nonlinear image restoration
• A simple test for parameter constancy in a nonlinear time series regression model
• Nonparametric estimation of structural models for high-frequency currency market data
• A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
• The asymptotic distribution of the fixed effects estimator for nonlinear regression
• scientific article; zbMATH DE number 1208135 (Why is no real title available?)
• Multi-step estimation and forecasting in dynamic models
• Second-order nonlinear least squares estimation
• Reduction of the curvature of a class of nonlinear regression models
• Robust sequential designs for nonlinear regression
• Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
• odesolve
• Robust neural modeling for the cross-sectional analysis of accounting information
• poibin
• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
• Outlier robust analysis of long-run marketing effects for weekly scanning data
• Semiparametric estimation with missing covariates
• Testing multiple equation systems for common nonlinear components
• Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
• Local linear fitting under near epoch dependence
• Integrating ridge-type regularization in fuzzy nonlinear regression
• soreg
• Analysis of time series subject to changes in regime
• Robust static designs for approximately specified nonlinear regression models
• Statistical methods for model comparison in parameter estimation problems for distributed systems
• Nonparametric regression estimation with general parametric error covariance
• Are consumption-based intertemporal capital asset pricing models structural?
• Inference of change-point in single index models
• A Generalized Response Surface Model with Varying Relative Potency for Assessing Drug Interaction
• Financial econometrics: Past developments and future challenges
• A new estimation procedure for a partially nonlinear model via a mixed‐effects approach
• An improved method for the computation of maximum likelihood estimates for multinomial overdispersion models
• A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models
• Chi-squared tests for evaluation and comparison of asset pricing models
• The estimating function bootstrap
• Testing normality: a GMM approach
• Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
• Avian influenza dynamics under periodic environmental conditions
• The Assessment of Tumour Response to Treatment
• A novel statistical analysis and interpretation of flow cytometry data
• Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
• scientific article; zbMATH DE number 6101265 (Why is no real title available?)
• Some Methodological Aspects of Validation of Models in Nonparametric Regression
• Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator
• Flexible regression modeling
• A Model for Thermograms
• Critical errors associated with parameter resolvability
• Robust tests in nonlinear regression models
• Asymptotic inference for dynamical systems observed with error
• A simple definition of detection limit
• Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
• A dynamic model for induced reactivation of latent virus
• Using inverse problem methods with surveillance data in pneumococcal vaccination
• Sample-based maximum likelihood estimation of the autologistic model
• Sources of asymmetry in production factor dynamics
• Stationarity testing under nonlinear models. Some asymptotic results
• Some generalizations on the algebra of I(1) processes
• Testing regression function adequacy in nonlinear multiresponse models
• Multiple optima and asymptotic approximations in the partial adjustment model
• Alternative mean-squared error estimators for synthetic estimators of domain means
• Applying estimated score tests in econometrics
• On the computation of estimators in systems with implicity defined variables
• Parameter estimation for gene regulatory networks from microarray data: cold shock response in \textit{Saccharomyces cerevisiae}
• Nonlinear nonparametric mixed-effects models for unsupervised classification
• Nonlinear regression with multidimensional indices.
• On estimation and testing when explanatory variables are partly endogenous

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