Non-linear regression for multiple time-series
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(19)- Asymptotics of the signed-rank estimator under dependent observations
- Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
- Generalized signed-rank estimation for regression models with non-ignorable missing responses
- Estimating deterministically time-varying variances in regression models
- Generalized canonical analysis for time series
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
- Third-order asymptotic properties of a class of test statistics under a local alternative
- Some aspects of modern population mathematics
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
- Time series regression with long-range dependence
- Reduced rank regression with autoregressive errors
- Model specification testing of time series regressions
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Multivariate hypothesis testing using generalized and {2}-inverses – with applications
- Note on the strong consistency of the least squares estimator in nonlinear regression
- On multivariate nonlinear regression models with stationary correlated errors
- Strong consistency of non-linear least squares estimators in the presence of stochastic regressors
- ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
- Testing for seasonal unit roots by frequency domain regression
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