Ox

swMATH9501MaRDI QIDQ21482FDOQ21482

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

• Comparison of estimation methods for the parameters of the weighted Lindley distribution
• Estimating the persistence and the autocorrelation function of a time series that is measured with error
• Estimation and asymptotic inference in the AR-ARCH model
• An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
• Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
• Automatic selection of indicators in a fully saturated regression
• Misspecification testing: non-invariance of expectations models of inflation
• Generalized dynamic panel data models with random effects for cross-section and time
• Multivariate elliptical models with general parameterization
• Influence analysis with homogeneous linear restrictions
• Solving finite mixture models: Efficient computation in economics under serial and parallel execution
• Improved profile likelihood inference
• Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence
• Choosing a Model Selection Strategy
• Bias and skewness in a general extreme-value regression model
• Efficient Gibbs sampler for Bayesian analysis of a sample selection model
• Heteroskedasticity-robust inference in linear regressions
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
• Bartlett corrections in Birnbaum–Saunders nonlinear regression models
• Detection of structural breaks in linear dynamic panel data models
• Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
• Bivariate elliptical regression for modeling interval-valued data
• Corrected estimates for Studenttregression models with unknown degrees of freedom
• Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
• On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models
• Improvement of the Likelihood Ratio Test Statistic in ARMA Models
• A consistent nonparametric test for nonlinear causality -- specification in time series regression
• The beta log-logistic distribution
• The reliability of statistical functions in four software packages freely used in numerical computation
• The beta Laplace distribution
• Multibidding game under uncertainty
• Block sampler and posterior mode estimation for asymmetric stochastic volatility models
• A new extension of the Birnbaum-Saunders distribution
• The log-generalized modified Weibull regression model
• The beta-half-Cauchy distribution
• Statistical functions and procedures in IDL 5.6 and 6.0
• Improved likelihood ratio tests for cointegration rank in the VAR model
• On polychoric and polyserial partial correlation coefficients: a Bayesian approach
• Bayesian inference for polyhazard models in the presence of covariates.
• Improved estimation of clutter properties in speckled imagery.
• On computational aspects of Bayesian spatial models: influence of the neighboring structure in the efficiency of MCMC algorithms
• Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
• Improved inference in dispersion models
• Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching
• The generalized inverse Weibull distribution
• The Kumaraswamy Burr XII distribution: theory and practice
• Rank tests for short memory stationarity
• A simple nonparametric test for structural change in joint tail probabilities
• Regression models for grouped survival data: estimation and sensitivity analysis
• Discrete Time Modelling of Disease Incidence Time Series by Using Markov Chain Monte Carlo Methods
• Adjusted Pearson residuals in exponential family nonlinear models
• Instrumental variable estimation in the presence of many moment conditions
• Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
• A class of dynamic piecewise exponential models with random time grid
• Estimation of Lorenz curves: A Bayesian nonparametric approach.
• Identifying, estimating and testing restricted cointegrated systems: An overview
• Bias correction in a multivariate normal regression model with general parameterization
• Improving estimation in speckled imagery
• Estimating the grid of time-points for the piecewise exponential model
• Residuals for log-Burr XII regression models in survival analysis
• Skew normal measurement error models
• The Marshall-Olkin family of distributions: mathematical properties and new models
• A note on transformed likelihood approach in linear dynamic panel models
• Model selection when there are multiple breaks
• On loss functions and ranking forecasting performances of multivariate volatility models
• FARIMA with stable innovations model of Great Salt Lake elevation time series
• A log-extended Weibull regression model
• Bartlett Adjustments for Overdispersed Generalized Linear Models
• Improved point estimation for the Kumaraswamy distribution
• Robust inference in autoregressions with multiple outliers
• Tobit model with covariate dependent thresholds
• A COM-Poisson type generalization of the binomial distribution and its properties and applications
• The Gompertz-G family of distributions
• Intradaily dynamic portfolio selection
• Local power properties of some asymptotic tests in symmetric linear regression models
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• One-Sided Tests in Linear Models with Multivariatet-Distribution
• Realized range-based estimation of integrated variance
• Signed likelihood ratio tests in the Birnbaum-Saunders regression model
• Local power of some tests in exponential family nonlinear models
• A log-linear regression model for the \(\beta\)-Birnbaum-Saunders distribution with censored data
• A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix
• Log-Weibull extended regression model: estimation, sensitivity and residual analysis
• The \(\beta\)-Birnbaum-Saunders distribution: an improved distribution for fatigue life modeling
• Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
• A generalized modified Weibull distribution for lifetime modeling
• The multi-state latent factor intensity model for credit rating transitions
• Non-causality in bivariate binary time series
• A regime switching long memory model for electricity prices
• Short run and long run causality in time series: inference
• Regime switching for dynamic correlations
• Birnbaum-Saunders nonlinear regression models
• Improved likelihood inference in Birnbaum-Saunders regressions
• Asymptotic skewness in Birnbaum-Saunders nonlinear regression models
• Model evaluation and multiple strategies in cognitive diagnosis: an analysis of fraction subtraction data
• Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
• Subsampling realised kernels
• Bayesian inference under progressive type-I interval censoring
• Explaining individual response using aggregated data
• Computer automation of general-to-specific model selection procedures

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