swMATH9501MaRDI QIDQ21482FDOQ21482
Author name not available (Why is that?)
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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