Cited in
(only showing first 100 items - show all)- Robust static designs for approximately specified nonlinear regression models
- A relative weighting method for estimating parameters and variances in multiple data sets
- Sample-based maximum likelihood estimation of the autologistic model
- Small sample properties of tests of linear restrictions on cointegrating vectors and their weights
- Estimation and testing linearity for non-linear mixed Poisson autoregressions
- Asymptotic inference for dynamical systems observed with error
- Asymptotic criteria for designs in nonlinear regression with model errors
- Testing model assumptions in functional regression models
- Estimation of dynamic rate parameters in insect populations undergoing sublethal exposure to pesticides
- A novel perspective for parameter estimation of seemingly unrelated nonlinear regression
- Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
- Robust sequential designs for nonlinear regression
- Robust and efficient specification tests in Markov-switching autoregressive models
- 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
- Stationarity testing under nonlinear models. Some asymptotic results
- Estimating the parameters of the linear compartment model
- Estimating the arbitrage pricing theory with observed macro factors
- Sources of asymmetry in production factor dynamics
- Nonparametric regression estimation with general parametric error covariance
- Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing
- Chi-squared tests for evaluation and comparison of asset pricing models
- Analysing longitudinal data via nonlinear models in randomized block designs.
- Local linear fitting under near epoch dependence
- A dynamic model for induced reactivation of latent virus
- The estimating function bootstrap
- 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
- Testing normality: a GMM approach
- On the estimation of the stereotype regression model
- SUR estimation of multiple time-series models with heteroscedasticity and serial correlation of unknown form
- Polynomial tapered two-stage least squares method in nonlinear regression
- The large sample behaviour of the generalized method of moments estimator in misspecified models
- A Smooth Test of Goodness-of-Fit for Growth Curves and Monotonic Nonlinear Regression Models
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
- A novel statistical analysis and interpretation of flow cytometry data
- Testing Hardy-Weinberg equilibrium and homogeneity of Hardy-Weinberg disequilibrium using complex survey data
- Bootstrapping GMM estimators for time series
- 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
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- A stick-slip/rouse hybrid model for viscoelasticity in polymers
- A simple test for the parametric form of the variance function in nonparametric regression
- Global optimization of nonlinear least-squares problems by branch-and-bound and optimality constraints
- Multi-step estimation and forecasting in dynamic models
- MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES
- A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models
- Flexible regression modeling
- Model checks for the volatility under microstructure noise
- Using inverse problem methods with surveillance data in pneumococcal vaccination
- 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
- Nonlinear regression with multidimensional indices.
- Analysis of time series subject to changes in regime
- Nonlinear nonparametric mixed-effects models for unsupervised classification
- Estimation of stochastic volatility models with diagnostics
- Structural change tests for simulated method of moments.
- 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
- Short run and long run causality in time series: inference
- Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
- 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
- The asymptotic distribution of the fixed effects estimator for nonlinear regression
- Constrained estimation using penalization and MCMC
- A consistent test for the functional form of a regression based on a difference of variance estimators
- Outlier robust analysis of long-run marketing effects for weekly scanning data
- Robust discrimination designs
- Semiparametric estimation with missing covariates
- Approximate \(p\)-values of predictive tests for structural stability
- A comparison of approximation methods for the estimation of probability distributions on parameters
- 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.
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
- Are consumption-based intertemporal capital asset pricing models structural?
- Alternative mean-squared error estimators for synthetic estimators of domain means
- Criteria for global minimum of sum of squares in nonlinear regression
- Fourth order pseudo maximum likelihood methods
- scientific article; zbMATH DE number 6101265 (Why is no real title available?)
- Nonparametric estimation of structural models for high-frequency currency market data
- Optimal difference-based variance estimators in time series: a general framework
- A simple definition of detection limit
- A simple test for parameter constancy in a nonlinear time series regression model
- The Assessment of Tumour Response to Treatment
- A characteristic function approach to the biased sampling model, with application to robust logistic regression
- odesolve
- poibin
- soreg
- Applying estimated score tests in econometrics
- RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS
- Aberrant Crypt Foci and Semiparametric Modeling of Correlated Binary Data
- Asymptotics of Bayesian median loss estimation
- On estimation and testing when explanatory variables are partly endogenous
- On a nonparametric test for linear relationships
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