Cited in
(only showing first 100 items - show all)- Confidence Intervals for the Hyperparameters in Structural Models
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap∗
- Efficient inference in multivariate fractionally integrated time series models
- FARIMA with stable innovations model of Great Salt Lake elevation time series
- Multi-core CPUs, clusters, and grid computing: A tutorial
- New algorithms for dating the business cycle
- The gamma-Lomax distribution
- New heteroskedasticity-robust standard errors for the linear regression model
- Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates
- Comparison of estimation methods for the parameters of the weighted Lindley distribution
- 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
- Inference in a bimodal Birnbaum-Saunders model
- User-friendly parallel computations with econometric examples
- BARTLETT-TYPE CORRECTIONS FOR TWO-PARAMETER EXPONENTIAL FAMILY MODELS
- A log-extended Weibull regression model
- Programming Languages and Systems
- Corrected modified profile likelihood heteroskedasticity tests
- Discrete-time survival trees and forests with time-varying covariates: application to bankruptcy data
- Econometric software development: past, present and future
- Dealing with monotone likelihood in a model for speckled data
- ANOCOVA models with measurement errors
- Improved hypothesis testing in a general multivariate elliptical model
- Confidence intervals based on the deviance statistic for the hyperparameters in state space models
- Improved maximum likelihood estimators for the parameters of the Johnson SB distribution
- Higher-order asymptotic refinements in the multivariate Dirichlet regression model
- Asymptotic skewness for the beta regression model
- Multivariate forests with missing mixed outcomes
- Estimation and asymptotic inference in the AR-ARCH model
- Estimating the persistence and the autocorrelation function of a time series that is measured with error
- Bartlett Adjustments for Overdispersed Generalized Linear Models
- Testing for cointegration using partially linear models
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
- Improved point estimation for the Kumaraswamy distribution
- An improved likelihood ratio test for varying dispersion in exponential family nonlinear models
- An iterated parametric approach to nonstationary signal extraction
- Robust inference in autoregressions with multiple outliers
- Bootstrapping long memory tests: some Monte Carlo results
- Type I and type II fractional Brownian motions: a reconsideration
- A new long-term survival model with interval-censored data
- The Kumaraswamy Marshal-Olkin family of distributions
- Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
- A score-adjusted approach to closed-form estimators for the gamma and beta distributions
- Higher-order approximate confidence intervals
- Modelling time-varying higher moments with maximum entropy density
- Tobit model with covariate dependent thresholds
- Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions
- A COM-Poisson type generalization of the binomial distribution and its properties and applications
- Improved score tests for exponential family nonlinear models
- Estimation of seasonal fractionally integrated processes
- Automatic selection of indicators in a fully saturated regression
- Exploiting the errors: a simple approach for improved volatility forecasting
- Hyper-spherical and elliptical stochastic cycles
- On the unification of long-term survival models
- Estimation of fractional integration in the presence of data noise
- A generalization of the exponential-Poisson distribution
- Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches
- Influential observations in cointegrated VAR models: Danish money demand 1973–2003
- Easy and flexible mixture distributions
- The Gompertz-G family of distributions
- Improved testing inference in mixed linear models
- A discrete/continuous choice model on a nonconvex budget set
- The log-odd log-logistic Weibull regression model: modelling, estimation, influence diagnostics and residual analysis
- Assessing nonlinear structures in real exchange rates using recurrence plot strategies
- Approximate inference in heteroskedastic regressions: a numerical evaluation
- A broad class of multivariate distributions for rates and proportions
- Likelihood-based inference in censored exponential regression models
- Inference for the hyperparameters of structural models under classical and Bayesian perspectives: a comparison study
- On residuals in generalized Johnson \(S_B\) regressions
- An extended-G geometric family
- A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
- A third-order bias corrected estimate in generalized linear models
- Influence diagnostics for polyhazard models in the presence of covariates
- Statistical properties of generalized discrepancies
- On the consistency of bootstrap testing for a parameter on the boundary of the parameter space
- The exponentiated generalized Birnbaum-Saunders distribution
- Generalized dynamic panel data models with random effects for cross-section and time
- Achievements and challenges in econometric methodology
- Parametric bootstrap methods for bias correction in linear mixed models
- Multivariate elliptical models with general parameterization
- Misspecification testing: non-invariance of expectations models of inflation
- Discrete-time survival trees
- Intradaily dynamic portfolio selection
- Long memory with stochastic variance model: a recursive analysis for US inflation
- Ordered logit analysis for selectively sampled data
- Alternatives to the usual likelihood ratio test in mixed linear models
- Time Series Modelling of Daily Tax Revenues
- Generalized log-gamma regression models with cure fraction
- Influence analysis with homogeneous linear restrictions
- Econometric and statistical computing using Ox
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
- On Pearson's residuals in generalized linear models.
- Solving finite mixture models: Efficient computation in economics under serial and parallel execution
- Local power properties of some asymptotic tests in symmetric linear regression models
- Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- Approximate Bayesian computation for Lorenz curves from grouped data
- EM-Type algorithms for heavy-tailed logistic mixed models
- New class of Johnson \(S_B\) distributions and its associated regression model for rates and proportions
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