Pages that link to "Item:Q3790518"
From MaRDI portal
The following pages link to Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers (Q3790518):
Displayed 35 items.
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (Q1260683) (← links)
- Nonparametric identification and estimation of polychotomous choice models (Q1260685) (← links)
- Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
- On estimation and testing when explanatory variables are partly endogenous (Q1318980) (← links)
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure (Q1318986) (← links)
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables (Q1341200) (← links)
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models (Q1343376) (← links)
- Estimating new product demand from biased survey data (Q1362026) (← links)
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons (Q1362029) (← links)
- Cross-sectional aggregation of nonlinear models (Q1574218) (← links)
- A simulated pseudo-maximum likelihood estimator for nonlinear mixed models. (Q1605373) (← links)
- Functional multi-layer perceptron: A nonlinear tool for functional data analysis (Q1763468) (← links)
- Consistent estimation of the parameters of a nonlinear model for randomly discretized functional samples. (Q1764118) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Strong consistency in nonlinear stochastic regression models. (Q1848804) (← links)
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- An extension of the maximum score estimator for disequilibrium models. (Q1960369) (← links)
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models (Q2499556) (← links)
- On the arbitrariness of some asymptotic test statistics based on generalized inverses (Q3367405) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (Q4372018) (← links)
- On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
- LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
- A model selection method for S‐estimation (Q5427671) (← links)
- Preface (Q5898768) (← links)
- Generalized spectral estimation of the consumption-based asset pricing model (Q5952954) (← links)