The following pages link to (Q3753259):
Displaying 50 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach (Q151457) (← links)
- Bootstrap testing for the null of no cointegration in a threshold vector error correction model (Q278046) (← links)
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Large shocks vs. small shocks. (Or does size matter? May be so.) (Q291855) (← links)
- Regime switching for dynamic correlations (Q292034) (← links)
- Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- Global testing against sparse alternatives in time-frequency analysis (Q309712) (← links)
- Asymptotic test of mixture model and its applications to QTL interval mapping (Q389254) (← links)
- A test for abrupt change in hazard regression models with Weibull baselines (Q394571) (← links)
- Robust suptest for the genetic association study under genetic model uncertainty (Q397241) (← links)
- Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
- An asymptotic test for quantitative trait locus detection in presence of missing genotypes (Q476082) (← links)
- The supremum of chi-square processes (Q479180) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Testing linearity using power transforms of regressors (Q494413) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Least squares estimation of large dimensional threshold factor models (Q506056) (← links)
- Fractional frequency flexible Fourier form to approximate smooth breaks in unit root testing (Q529834) (← links)
- A new interval mapping approach based on a general sib-pair regression model with a modified Wald test (Q537359) (← links)
- Modeling Hong Kong's stock index with the Student \(t\)-mixture autoregressive model (Q543450) (← links)
- Testing for constant nonparametric effects in general semiparametric regression models with interactions (Q544592) (← links)
- A hidden Markov model for informative dropout in longitudinal response data with crisis states (Q544599) (← links)
- On the estimation of a binary response model in a selected population (Q550118) (← links)
- Approximating probabilities of correlated events (Q625914) (← links)
- A trinomial test for paired data when there are many ties (Q632735) (← links)
- Likelihood ratio tests for continuous monotone hazards with an unknown change point (Q643227) (← links)
- The option CAPM and the performance of hedge funds (Q656073) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- Detection and localization of hidden radioactive sources with spatial statistical method (Q763204) (← links)
- Competing risk modeling and testing for X-chromosome genetic association (Q830610) (← links)
- Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes (Q834291) (← links)
- On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework (Q878303) (← links)
- A proportional score test over the nuisance parameter space: properties and applications (Q900573) (← links)
- Robust tests in genome-wide scans under incomplete linkage disequilibrium (Q908129) (← links)
- Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
- Test for homogeneity in Hardy-Weinberg normal mixture model (Q951033) (← links)
- Linearity testing for fuzzy rule-based models (Q983052) (← links)
- Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
- Arbitrarily shaped multiple spatial cluster detection for case event data (Q1020033) (← links)
- Recent asymptotic results in testing for mixtures (Q1020205) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
