Nonlinear Regression on Cross-Section Data
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(55)- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques
- Inference for censored quantile regression models in longitudinal studies
- Misspecified models with dependent observations
- Multivariate regression models for panel data
- Tests for model specification in the presence of alternative hypotheses
- Least absolute deviations estimation for the censored regression model
- Some aspects of testing non-nested hypotheses
- A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses
- Uniform laws of large numbers and stochastic Lipschitz-continuity
- Effective federal individual income tax functions: A specification search
- On robustness of maximum likelihood estimates for Poisson-lognormal models.
- Consistency of M-estimators of nonlinear signal processing models
- Penalized indirect inference
- Estimation and testing in time-series regression models with heteroscedastic disturbances
- Asymptotic properties of a particular nonlinear regression quantile estimation.
- Trading information, price discreteness, and volatility estimation
- Second-order least-squares estimation for regression models with autocorrelated errors
- Least trimmed squares in nonlinear regression under dependence
- Statistical Fitting and validation of nonlinear simulation metamodels: a case study
- Single-index coefficient models for nonlinear time series
- Group sequential methods for an ordinal logistic random-effects model under misspecification
- Efficient estimation of integrated volatility incorporating trading information
- Asymptotic properties and variance estimators of the M-quantile regression coefficients estimators
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Asymptotics of SIMEX-based variance estimation
- ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR
- On the formulation of uniform laws of large numbers: a truncation approach
- New estimation for heteroscedastic single-index measurement error models
- Nonparametric Estimation of Multivariate Mixtures
- On least absolute deviation estimators for one-dimensional chirp model
- Discriminating between the bivariate generalized exponential and bivariate Weibull distributions
- Construction of credible intervals for nonlinear regression models with unknown error distributions
- Consistent estimation of species abundance from a presence-absence map
- Properties of the QME under asymmetrically distributed disturbances
- Estimation of multivariate tail quantities
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
- Discriminating between bivariate Birnbaum Saunders and bivariate log-normal distributions
- The ET interview: Benedikt M. Pötscher
- Discriminating between bivariate Weibull and bivariate log-normal distribution under Type-I censoring
- Robust inference for censored quantile regression
- Statistical inference for linear quantile regression with measurement error in covariates and nonignorable missing responses
- Asymptotic analysis of regression quantile estimators for real-valued chirp signal model
- Applications of nonlinear tobit models under endogeneity
- Quasi-maximum likelihood estimation of volatility with high frequency data
- Factor and ideal point analysis for interpersonally incomparable data
- Multi-step estimation and forecasting in dynamic models
- A general approach to Lagrange multiplier model diagnostics
- Quantifying adventitious error in a covariance structure as a random effect
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Least absolute error estimation in the presence of serial correlation
- Consistent model specification tests
- Consistent estimation for some nonlinear errors-in-variables models
- A semiparametric regression estimator under left truncation and right censoring
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