Pages that link to "Item:Q3906252"

The following pages link to Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation (Q3906252):

Displaying 17 items.

• Two estimators for the APT model when factors are measured (Q373820) (← links)
• Testing nested or non-nested hypotheses (Q800679) (← links)
• Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach (Q802466) (← links)
• Unbiased determination of production technologies (Q1055144) (← links)
• Explicitly infinite-dimensional Bayesian analysis of production technologies (Q1096307) (← links)
• On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form (Q1149723) (← links)
• Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation (Q1153643) (← links)
• Nonlinear models, rescaling and test invariance (Q1200018) (← links)
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
• The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test (Q1836952) (← links)
• A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
• Third-order inference for autocorrelation in nonlinear regression models (Q2276174) (← links)
• Ergodic theorems for extended real-valued random variables (Q2638352) (← links)
• THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR (Q2886974) (← links)
• A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
• CONDITIONING IN DYNAMIC MODELS (Q3677034) (← links)
• CONSTRAINED NON–LINEAR LEAST SQUARES (Q3798072) (← links)