GAUSS

swMATH322MaRDI QIDQ13083FDOQ13083

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

• A Markov-Chain Sampling Algorithm for GARCH Models
• Limiting distributions of MLE and UMVUE in the biparametric uniform distribution
• Regression among factor scores
• Title not available (Why is that?)
• Three estimators for the Poisson regression model with measurement errors
• Dynamic panel GMM using R
• Indirect inference for fractional time series models
• Title not available (Why is that?)
• Two-part multiple spell models for health care demand
• Modeling Longitudinal Biomarker Data from Multiple Assays that Have Different Known Detection Limits
• A modified sweep algorithm for interchanging between overparameterized and cell means linear models
• Additive and Non‐additive Genetic Correlations. I. Properties of Sampling Distributions
• Maximum Likelihood Neural Network Prediction Models
• Weighted Diallel Analysis Across Environments: Combining Ability and Heterotic Pattern Models
• Effect size, power, and sample size determination for structured means modeling and mimic approaches to between-groups hypothesis testing of means on a single latent construct
• Parametric Methods for Bivariate Quantile‐Partitioned Tables and the Efficiency of Corresponding Nonparametric Methods
• Applied Econometrics Using the SAS® System
• Prediction of the next hypercalcemia free period: application of random effect models with selection on first event
• Bayesian Neural Network Models for Censored Data
• Measuring the effects of new brand introduction on inter-brand strategic interaction
• Modeling Tumor Growth with Random Onset
• Genetic algorithm segmentation in partial least squares structural equation modeling
• Testing the significance of a common risk difference in meta-analysis.
• Efficient algorithms for generating truncated multivariate normal distributions
• Parametric Nonlinear Regression with Endogenous Switching
• A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation.
• AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY
• A comparison of model selection indices for nested latent class models
• On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data
• Title not available (Why is that?)
• An efficient algorithm for generating two-way contingency tables with fixed marginal totals and arbitrary mean proportions, with applications to permutation tests
• An error in the Kinderman-Ramage method and how to fix it
• Most mean powerful test of a composite null against a composite alternative
• A new algorithm for solution of equations of MHD channel flows at moderate Hartmann numbers
• Analysing State Dependences in Emotional Experiences by Dynamic Count Data Models
• Title not available (Why is that?)
• Algorithmic construction of optimal block designs for two-colour cDNA microarray experiments using the linear mixed effects model
• Modelling Longitudinal Semicontinuous Emesis Volume Data with Serial Correlation in an Acupuncture Clinical Trial
• Title not available (Why is that?)
• Editorial: Special section on Microsoft Excel 2007
• A sensitivity analysis of two multivariate response models
• C for econometricians
• A latent autoregressive model for longitudinal binary data subject to informative missingness
• Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation
• Combined model calibration and spatial aggregation
• AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD
• Computing compound distributions faster!
• Using Fisher scoring to fit extended Poisson process models
• FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation
• Mixture models for quantitative HIV RNA data
• Stochastic optimum control of macroeconometric models using the algorithm OPTCON
• Asymptotic filtering theory for multivariate ARCH models
• M-estimator for estimating the Burr type III parameters with outliers
• Programming languages in economics
• Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data
• Some Generalized Stochastic Compartment Models for Digesta Flow
• SIMANN: A Global Optimization Algorithm using Simulated Annealing
• Latent Model for Correlated Binary Data with Diagnostic Error
• Existence and Uniqueness of the Maximum Likelihood Estimator for a Multivariate Probit Model
• Bartlett adjustments for systems of linear equations with linear restrictions
• A Random Effects Transition Model For Longitudinal Binary Data With Informative Missingness
• Feature-based elimination: Model and empirical comparison
• Optimal prediction in loglinear models
• Parameter estimation in semi-linear models using a maximal invariant likelihood function
• Adjusted estimates and Wald statistics for the AR(1) model with constant
• EmmPack 1.01: C/C++ Code for Use with Ox for Estimation of Univariate Stochastic Volatility Models with the Efficient Method of Moments
• Vector attenuation bias in the classical errors-in-variables model
• Backcalculation of Flexible Linear Models of the Human Immunodeficiency Virus Infection Curve
• Testing for heteroskedasticity in the tobit and probit models
• The construction of optimal designs for dose-escalation studies
• Random Effects Modeling Approaches for Estimating ROC Curves from Repeated Ordinal Tests without a Gold Standard
• Mixtures of (constrained) ultrametric trees
• Title not available (Why is that?)
• Least-squares fitting from the variogram cloud
• A Cautionary Note on the Robustness of Latent Class Models for Estimating Diagnostic Error without a Gold Standard
• The reliability of statistical functions in four software packages freely used in numerical computation
• Assessing gamma frailty models for clustered failure time data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Solving dynamic macroeconomic policy games using the algorithm OPTGAME 1.0
• The effects of inflation and time-value of money on an economic order quantity model with a random product life cycle
• High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm
• Title not available (Why is that?)
• The accuracy of statistical distributions in Microsoft\(^{\circledR}\) Excel 2007
• Profile likelihood-based confidence intervals and regions for structural equation models
• An exact algorithm for estimating breakpoints in segmented generalized linear models
• Nonlinear regime-switching state-space (RSSS) models
• Two stage least squares estimation in structural cointegration models
• On the accuracy of statistical procedures in Microsoft Excel 2007
• Maximal invariant likelihood based testing of semi-linear models
• Title not available (Why is that?)
• Latent class modeling approaches for assessing diagnostic error without a gold standard: with applications to p53 immunohistochemical assays in bladder tumors
• Factor-based comparison of several populations using the COMPAR software
• Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching
• Small sample validity of latent variable models for correlated binary data
• Factor models for multivariate count data.
• Estimation and testing when explanatory variables are endogenous. An application to a demand system
• Kernel estimation with cross-validation using the fast Fourier transform
• Econometric modelling with time series. Specification, estimation and testing
• An INAR(1) negative multinomial regression model for longitudinal count data

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