The following pages link to Alain Pirotte (Q278185):
Displaying 19 items.
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- (Q448316) (redirect page) (← links)
- An experimental investigation of kernels on graphs for collaborative recommendation and semisupervised classification (Q448318) (← links)
- Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test (Q1021777) (← links)
- (Q1215402) (redirect page) (← links)
- Efficient parsing algorithms for general context-free parsers (Q1215404) (← links)
- Convergence of the static estimation toward the long run effects of dynamic panel data models (Q1292445) (← links)
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. (Q1608838) (← links)
- Forecasting with spatial panel data (Q1927120) (← links)
- Fixed effects, random effects or Hausman-Taylor: a pretest estimator (Q1927318) (← links)
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models (Q2236863) (← links)
- (Q3045501) (← links)
- (Q4151165) (← links)
- (Q4259221) (← links)
- ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS (Q4678783) (← links)
- Prediction in an Unbalanced Nested Error Components Panel Data Model (Q4687358) (← links)
- (Q4768645) (← links)
- (Q5180831) (← links)
- Journal on Data Semantics IV (Q5493261) (← links)
