Pages that link to "Item:Q3888410"
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The following pages link to Using Least Squares to Approximate Unknown Regression Functions (Q3888410):
Displaying 50 items.
- Two-step series estimation of sample selection models (Q158714) (← links)
- Regression discontinuity inference with specification error (Q291078) (← links)
- Relative prices and electronic substitution: changes in household-level demand for postal delivery services from 1986 to 2004 (Q295570) (← links)
- Non-linear mixed logit (Q453643) (← links)
- Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
- A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
- A design-sensitive approach to fitting regression models with complex survey data (Q680349) (← links)
- Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
- Elliptical regression operationalized (Q899928) (← links)
- Non-linear regression with discrete explanatory variables, with an application to the earnings function (Q913417) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Multivariate regression models for panel data (Q1050065) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Imposing curvature restrictions on flexible functional forms (Q1062722) (← links)
- Linear least squares estimates and nonlinear means (Q1073491) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- Time-varying linear regression via flexible least squares (Q1116593) (← links)
- Elliptical multivariate analysis (Q1118935) (← links)
- On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form (Q1149723) (← links)
- Some aspects of testing non-nested hypotheses (Q1172358) (← links)
- Convergence rates and asymptotic normality for series estimators (Q1362062) (← links)
- Identifying the sign of the slope of a monotonic function via OLS. (Q1605276) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- Asymptotic efficiency in estimation with conditional moment restrictions (Q1822424) (← links)
- Estimation of limited dependent variable models by ordinary least squares and the method of moments (Q1838267) (← links)
- Testing of monotonicity in parametric regression models (Q1866206) (← links)
- Quasi-fixity and multiproduct firms (Q1929467) (← links)
- Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique (Q1951533) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- Models as approximations. II. A model-free theory of parametric regression (Q2194567) (← links)
- Rejoinder: Models as approximations (Q2194578) (← links)
- Seminonparametric Bayesian estimation of the asymptotically ideal production model (Q2277744) (← links)
- Trends in distributional characteristics: existence of global warming (Q2280607) (← links)
- Two-sample instrumental variable analyses using heterogeneous samples (Q2325638) (← links)
- Analytic standard errors for exploratory process factor analysis (Q2339064) (← links)
- Goodness-of-fit and confidence intervals of approximate models (Q2507910) (← links)
- A NOTE ON IDENTIFICATION WITH AVERAGED DATA (Q3409068) (← links)
- Nonparametric estimation of response coefficients (Q3473169) (← links)
- Robust inference in contingency tables. I (Q3753311) (← links)
- Revisiting the flexibility and regularity properties of the asymptotically ideal production model (Q4355165) (← links)
- A non-nested test of level-differenced versus log-differenced stationary models (Q4853097) (← links)
- Inference for Misspecified Models With Fixed Regressors (Q4975630) (← links)
- Assumption Lean Regression (Q5055474) (← links)
- ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE (Q5349011) (← links)
- Statistical Inference for Online Decision Making: In a Contextual Bandit Setting (Q5857145) (← links)
- Nonlinear autoregressive models with optimality properties (Q5860996) (← links)
- Robust Post-Matching Inference (Q5885122) (← links)
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)
