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swMATH27811MaRDI QIDQ39525FDOQ39525

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

• An improved method for the computation of maximum likelihood estimates for multinomial overdispersion models
• Economic efficiency of Embrapa's research centers and the influence of contextual variables
• A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models
• Testing normality: a GMM approach
• The large sample behaviour of the generalized method of moments estimator in misspecified models
• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
• A novel statistical analysis and interpretation of flow cytometry data
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
• Bootstrapping GMM estimators for time series
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
• A stick-slip/rouse hybrid model for viscoelasticity in polymers
• Global optimization of nonlinear least-squares problems by branch-and-bound and optimality constraints
• A simple test for the parametric form of the variance function in nonparametric regression
• A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
• Multi-step estimation and forecasting in dynamic models
• Model checks for the volatility under microstructure noise
• Second-order nonlinear least squares estimation
• Robust neural modeling for the cross-sectional analysis of accounting information
• Integrating ridge-type regularization in fuzzy nonlinear regression
• Analysis of time series subject to changes in regime
• Structural change tests for simulated method of moments.
• Estimation of stochastic volatility models with diagnostics
• Avian Influenza Dynamics Under Periodic Environmental Conditions
• Short run and long run causality in time series: inference
• The asymptotic distribution of the fixed effects estimator for nonlinear regression
• Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
• Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach
• A consistent test for the functional form of a regression based on a difference of variance estimators
• Robust discrimination designs
• Semiparametric estimation with missing covariates
• Outlier robust analysis of long-run marketing effects for weekly scanning data
• Estimating systems of equations with different instruments for different equations
• Limited information likelihood and Bayesian analysis
• Modeling the interdependence of volatility and inter-transaction duration processes.
• A comparison of approximation methods for the estimation of probability distributions on parameters
• Are consumption-based intertemporal capital asset pricing models structural?
• Title not available (Why is that?)
• Criteria for global minimum of sum of squares in nonlinear regression
• Fourth order pseudo maximum likelihood methods
• Nonparametric estimation of structural models for high-frequency currency market data
• The Assessment of Tumour Response to Treatment
• A simple test for parameter constancy in a nonlinear time series regression model
• A characteristic function approach to the biased sampling model, with application to robust logistic regression
• Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data
• LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
• Asymptotics of Bayesian median loss estimation
• Reduction of the curvature of a class of nonlinear regression models
• Testing multiple equation systems for common nonlinear components
• A new estimation procedure for a partially nonlinear model via a mixed‐effects approach
• Estimation of nonlinear models with Berkson measurement errors
• Tests of specification for parametric and semiparametric models
• On the computation of estimators in systems with implicity defined variables
• Convergence properties of Gauss-Newton iterative algorithms in nonlinear image restoration
• An empirical process central limit theorem for dependent non-identically distributed random variables
• Financial econometrics: Past developments and future challenges
• Some Methodological Aspects of Validation of Models in Nonparametric Regression
• Title not available (Why is that?)
• Inference of change-point in single index models
• Statistical inferences from serially correlated methylene chloride data
• Robust static designs for approximately specified nonlinear regression models
• Small sample properties of tests of linear restrictions on cointegrating vectors and their weights
• Asymptotic inference for dynamical systems observed with error
• Estimation and testing linearity for non-linear mixed Poisson autoregressions
• COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
• Estimation of dynamic rate parameters in insect populations undergoing sublethal exposure to pesticides
• Testing model assumptions in functional regression models
• Robust sequential designs for nonlinear regression
• Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
• A Generalized Response Surface Model with Varying Relative Potency for Assessing Drug Interaction
• Model selection criteria based on Kullback information measures for nonlinear regression
• Statistical methods for model comparison in parameter estimation problems for distributed systems
• Estimating the arbitrage pricing theory with observed macro factors
• Nonparametric regression estimation with general parametric error covariance
• Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
• The estimating function bootstrap
• Chi-squared tests for evaluation and comparison of asset pricing models
• A dynamic model for induced reactivation of latent virus
• Polynomial tapered two-stage least squares method in nonlinear regression
• On the estimation of the stereotype regression model
• SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form
• Some generalizations on the algebra of I(1) processes
• Testing regression function adequacy in nonlinear multiresponse models
• Multiple optima and asymptotic approximations in the partial adjustment model
• MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
• Flexible regression modeling
• Using inverse problem methods with surveillance data in pneumococcal vaccination
• Nonlinear nonparametric mixed-effects models for unsupervised classification
• Nonlinear regression with multidimensional indices.
• Estimation of cusp in nonregular nonlinear regression models.
• Goodness-of-fit test for monotonous nonlinear regression models.
• Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule
• Constrained estimation using penalization and MCMC
• Sample-based Maximum Likelihood Estimation of the Autologistic Model
• Approximate \(p\)-values of predictive tests for structural stability
• Alternative mean-squared error estimators for synthetic estimators of domain means
• Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
• Title not available (Why is that?)
• Optimal difference-based variance estimators in time series: a general framework
• A simple definition of detection limit
• RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS

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