Pages that link to "Item:Q284298"
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The following pages link to Statistical inference in a random coefficient panel model (Q284298):
Displaying 11 items.
- Weighted least squares estimation in a binary random coefficient panel model with infinite variance (Q826678) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- Testing for randomness in a random coefficient autoregression model (Q1740297) (← links)
- Estimation of heterogeneous panels with systematic slope variations (Q2224984) (← links)
- A test for strict stationarity in a random coefficient autoregressive model of order 1 (Q2244577) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Random autoregressive models: A structured overview (Q5065206) (← links)
- Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 (Q6109185) (← links)
- Strong consistency for the conditional self-weighted \(M\) estimator of GRCA\((p)\) Models (Q6164827) (← links)
- Consistency and asymptotic normality in a class of nearly unstable processes (Q6190227) (← links)
