Ox

swMATH9501MaRDI QIDQ21482FDOQ21482

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Official website: https://www.doornik.com/doc/ox/

Cited In (only showing first 100 items - show all)

• Corrected modified profile likelihood heteroskedasticity tests
• Approximate inference in heteroskedastic regressions: a numerical evaluation
• Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
• New class of Johnson \(S_B\) distributions and its associated regression model for rates and proportions
• The optimal choice of moments in dynamic panel data models
• Improved likelihood inference in beta regression
• Heteroskedasticity-consistent interval estimators
• EViews
• GAUSS
• gretl
• AS 99
• CATS
• CAViaR
• LIMDEP
• BIOGEME
• PcGive
• LAM-MPI
• LS-SVMlab
• betareg
• LMOMENTS
• LEM
• S+FinMetrics
• depmix
• ARFIMA
• SsfPack
• TSM
• STAMP
• gldex
• covreg
• Fahrmeir
• Compounding
• longmemo
• tlmec
• saery
• PROC REG
• icensmis
• AS 256
• AdequacyModel
• LindleyR
• Microfit
• GLDEX
• qtlbim
• G@RCH
• bootstrap
• GDINA
• PresenceAbsence
• A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators
• SSM
• InSilicoVA
• BayesGESM
• RECPAM
• Lauricella Functions
• Newdistns
• FRONTIER
• TRAMO
• AutoSEARCH
• GHICA
• spfrontier
• tuftests
• likelihoodAsy
• nlmdl
• SPLIDA
• panp
• IDL
• mle.tools
• SYMARMA
• rSGDLM
• Tests of stationarity against a change in persistence
• Cobra
• PROC LTA
• GiveWin
• OxPack
• openVA
• xtserial
• boot
• Leverage-adjusted heteroskedastic bootstrap methods
• Title not available (Why is that?)
• Testing the assumptions behind importance sampling
• A regression model for special proportions
• On a multivariate regression model for rates and proportions
• Gibbs sampling methods for Bayesian quantile regression
• Inference Under Heteroskedasticity and Leveraged Data
• A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
• An improved test for heteroskedasticity using adjusted modified profile likelihood inference
• Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
• Inflated beta distributions
• Influence diagnostics in a general class of beta regression models
• Adjusted Pearson residuals in beta regression models
• Cobra: a package for co-breaking analysis
• Generalized spatial dynamic factor models
• On estimation and influence diagnostics for zero-inflated negative binomial regression models
• Some restriction tests in a new class of regression models for proportions
• Describing heterogeneous effects in stratified ordinal contingency tables, with application to multi-center clinical trials.
• Maximum likelihood estimates for positive valued dynamic score models; the DySco package
• Forecasting the US unemployment rate
• Improved estimators for a general class of beta regression models
• Improved point and interval estimation for a beta regression model
• Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap^∗
• A bivariate regression model for matched paired survival data: local influence and residual analysis
• The generalized log-gamma mixture model with covariates: local influence and residual analysis

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