The following pages link to (Q3734953):
Displayed 26 items.
- The role of secondary covariates when estimating latent trait population distributions (Q463073) (← links)
- Stochastic response restrictions (Q558058) (← links)
- On equalities of estimations of parametric functions under a general linear model and its restricted models (Q601764) (← links)
- Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (Q641782) (← links)
- Regression modelling of the flows in an input-output table with accounting constraints (Q840958) (← links)
- Goodness of fit and variable selection in the fuzzy multiple linear regression (Q853434) (← links)
- A tractable likelihood function for the normal-gamma stochastic frontier model (Q899958) (← links)
- On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions (Q946254) (← links)
- Linear trimmed means for the linear regression with AR(1) errors model (Q989272) (← links)
- Parameter estimation in regression models with errors in the vairables and autocorrelated disturbances (Q1341194) (← links)
- Aggregated heterogeneous dependent data and the logit model: (Q1352142) (← links)
- Generalized and pseudo-generalized trimmed means for the linear regression with AR(1) error model (Q1771293) (← links)
- The logit model and panel data via repeated observations. A clarification and extension of the literature (Q1801816) (← links)
- Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al (Q1868992) (← links)
- The heteroskedastic linear regression model and the Hadamard product. A note (Q1899237) (← links)
- Empirically feasible solutions and explicit dynamics for rational expectation models (Q1918125) (← links)
- An application of shrinkage estimation to the nonlinear regression model (Q1927114) (← links)
- A linearly distributed lag estimator with \(r\)-convex coefficients (Q2445739) (← links)
- Univariate and multivariate claims reserving with generalized link ratios (Q2657017) (← links)
- Principal components in econometrics (Q3474033) (← links)
- On the Test of Significance of Linear Multiple Regression Coefficients (Q3625296) (← links)
- (Q3827443) (← links)
- Testing problems with nuisance parameters: Linear models under non-classical assumptions (Q4207478) (← links)
- Claims Reserving with a Stochastic Vector Projection (Q4567958) (← links)
- Estimation in Singular Linear Models with Stochastic Linear Restrictions (Q5421547) (← links)
- Imposing inequality restrictions: Efficiency gains from economic theory (Q5941019) (← links)