Pages that link to "Item:Q3214191"
From MaRDI portal
The following pages link to Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation (Q3214191):
Displaying 20 items.
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Improvement of estimators in a linear regression problem with random errors in coefficients (Q536635) (← links)
- On the asymptotics of distributions of two-step statistical estimates (Q642082) (← links)
- On the nonnegativity of \(XX^+\) and its relevance in econometrics (Q762872) (← links)
- Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
- Using least squares and Tobit in second stage DEA efficiency analyses (Q1015001) (← links)
- An exact test for the mean of a normal distribution with a known coefficient of variation (Q1072283) (← links)
- Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model (Q1103305) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Joint estimation and testing for functional form and heteroskedasticity (Q1147469) (← links)
- Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
- Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
- Quasi-likelihood models and optimal inference (Q1922414) (← links)
- Variable projection for nonlinear least squares problems (Q2377174) (← links)
- A note on millers's empirical weights for heteroscedastic linear regression (Q3474059) (← links)
- Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function (Q3593575) (← links)
- Iterated weighted least squares in heteroscedastic lineaipmod%81è (Q3989500) (← links)
- Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295) (← links)
- Statistical inference on heteroscedastic models based on regression quantiles (Q4222481) (← links)
- ON THE CONSTRUCTION OF BOUNDS CONFIDENCE REGIONS (Q4561972) (← links)