Applied Econometrics with R
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Publication:3521159
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- SAZED: parameter-free domain-agnostic season length estimation in time series data
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- A Bayesian two-part quantile regression model for count data with excess zeros
- On a Tobit-Birnbaum-Saunders model with an application to medical data
- Estimating retail demand with Poisson mixtures and out-of-sample likelihood
- Reduced-rank vector generalized linear models with two linear predictors
- Quality analysis in acyclic production networks
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- Bayesian inference for the negative binomial-generalized Lindley regression model: properties and applications
- Hands-on intermediate econometrics using R. Templates for learning quantitative methods and R software
- On the mean-parameterized Bell-Touchard regression model for count data
- Count regression trees
- Influence diagnostics in a vector autoregressive model
- Python for unified research in econometrics and statistics
- AUTOMATED DISCOVERY IN ECONOMETRICS
- Econometrics. The R work book
- Bayesian hierarchical models incorporating measurement error for interrupted time series design
- Sparser Ordinal Regression Models Based on Parametric and Additive Location‐Shift Approaches
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- Quantitative economics with R. A data science approach
- Applied Econometrics Using the SAS® System
- Bayesian composite tobit quantile regression
- Tree-structured modelling of varying coefficients
- Net-benefit regression with censored cost-effectiveness data from randomized or observational studies
- Ordinal trees and random forests: score-free recursive partitioning and improved ensembles
- Simultaneous transformation and rounding (STAR) models for integer-valued data
- Quantile regression in heteroscedastic varying coefficient models
- Reproducible econometrics using R
- Generalized random forests
- Testing endogeneity with high dimensional covariates
- Generally altered, inflated, truncated and deflated regression
- Environmental econometrics using Stata
- New zero-inflated regression models with a variant of censoring
- Parametric modeling of quantile regression coefficient functions with count data
- Ensemble Graphics
- The GENIUS approach to robust Mendelian randomization inference
- Sensitivity analysis for unobserved confounding in causal mediation analysis allowing for effect modification, censoring and truncation
- Poisson-Birnbaum-Saunders regression model for clustered count data
- Generalized Tobit models: diagnostics and application in econometrics
- Multinomial probit Bayesian additive regression trees
- Modified check loss for efficient estimation via model selection in quantile regression
- An introduction to the advanced theory and practice of nonparametric econometrics. A replicable approach using R
- An algorithm for estimating Box-Cox transformation parameter in ANOVA
- Transition models for count data: a flexible alternative to fixed distribution models
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