Pages that link to "Item:Q1234545"
From MaRDI portal
The following pages link to The use of dummy variables to compute predictions, prediction errors, and confidence intervals (Q1234545):
Displaying 11 items.
- Automatic selection of indicators in a fully saturated regression (Q626211) (← links)
- Missing measurements in limited dependent variable models (Q900057) (← links)
- Prediction tests in limited dependent variable models (Q1104020) (← links)
- The use of indicator variables in computing predictions (Q1135592) (← links)
- The mean effect of structural change on the dependent variable is accurately measured by the intercept change alone (Q1927344) (← links)
- Model selection in under-specified equations facing breaks (Q2511787) (← links)
- Adjusting economic estimates in business surveys (Q3183846) (← links)
- An Algorithm for Enhancing Spreadsheet Regression with Out-of-Sample Statistics (Q3543703) (← links)
- A separability result for gmm estimation, with applications to gls prediction and conditional moment tests (Q4853086) (← links)
- Measuring Benchmark Damages in Antitrust Litigation (Q5413560) (← links)
- A sequential testing procedure for outliers and structural change (Q5750222) (← links)
