Pages that link to "Item:Q3884997"
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The following pages link to Nonlinear Regression on Cross-Section Data (Q3884997):
Displayed 47 items.
- Consistent model specification tests (Q91781) (← links)
- Efficient estimation of integrated volatility incorporating trading information (Q311638) (← links)
- Asymptotics of SIMEX-based variance estimation (Q427486) (← links)
- Consistent estimation of species abundance from a presence-absence map (Q553107) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- Factor and ideal point analysis for interpersonally incomparable data (Q756345) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Quantifying adventitious error in a covariance structure as a random effect (Q888043) (← links)
- Comparing dynamic equilibrium models to data: a Bayesian approach (Q899524) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- A semiparametric regression estimator under left truncation and right censoring (Q952835) (← links)
- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
- Inference for censored quantile regression models in longitudinal studies (Q1020978) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Multivariate regression models for panel data (Q1050065) (← links)
- Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
- Least absolute deviations estimation for the censored regression model (Q1061446) (← links)
- Some aspects of testing non-nested hypotheses (Q1172358) (← links)
- A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models (Q1209892) (← links)
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
- Effective federal individual income tax functions: A specification search (Q1351104) (← links)
- On robustness of maximum likelihood estimates for Poisson-lognormal models. (Q1423035) (← links)
- Consistency of M-estimators of nonlinear signal processing models (Q1731423) (← links)
- Penalized indirect inference (Q1754510) (← links)
- Estimation and testing in time-series regression models with heteroscedastic disturbances (Q1836957) (← links)
- Asymptotic properties of a particular nonlinear regression quantile estimation. (Q1871352) (← links)
- Trading information, price discreteness, and volatility estimation (Q2123280) (← links)
- Second-order least-squares estimation for regression models with autocorrelated errors (Q2259763) (← links)
- Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
- Statistical Fitting and validation of nonlinear simulation metamodels: a case study (Q2576245) (← links)
- Single-index coefficient models for nonlinear time series (Q3021174) (← links)
- Group Sequential Methods for an Ordinal Logistic Random-Effects Model Under Misspecification (Q3078990) (← links)
- Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators (Q3462374) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS (Q4324818) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR (Q4540749) (← links)
- On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
- New estimation for heteroscedastic single-index measurement error models (Q5030938) (← links)
- Nonparametric Estimation of Multivariate Mixtures (Q5120681) (← links)
- On least absolute deviation estimators for one-dimensional chirp model (Q5169774) (← links)
- (Q5207077) (← links)
- Construction of credible intervals for nonlinear regression models with unknown error distributions (Q5240633) (← links)
- Properties of the QME under asymmetrically distributed disturbances (Q5951986) (← links)
- Estimation of multivariate tail quantities (Q6115547) (← links)