The following pages link to nlmdl (Q39525):
Displaying 50 items.
- Testing normality: a GMM approach (Q261889) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach (Q300071) (← links)
- Statistical inferences from serially correlated methylene chloride data (Q356490) (← links)
- Robust static designs for approximately specified nonlinear regression models (Q389415) (← links)
- Estimation and testing linearity for non-linear mixed Poisson autoregressions (Q491400) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Testing model assumptions in functional regression models (Q634563) (← links)
- Integrating ridge-type regularization in fuzzy nonlinear regression (Q712464) (← links)
- Second-order nonlinear least squares estimation (Q734401) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Fourth order pseudo maximum likelihood methods (Q737907) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- Analysis of time series subject to changes in regime (Q756894) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- Statistical methods for model comparison in parameter estimation problems for distributed systems (Q808588) (← links)
- Convergence properties of Gauss-Newton iterative algorithms in nonlinear image restoration (Q811143) (← links)
- Robust neural modeling for the cross-sectional analysis of accounting information (Q856316) (← links)
- A comparison of approximation methods for the estimation of probability distributions on parameters (Q881495) (← links)
- On the computation of estimators in systems with implicity defined variables (Q900073) (← links)
- Parameter estimation for gene regulatory networks from microarray data: cold shock response in \textit{Saccharomyces cerevisiae} (Q901919) (← links)
- A simple test for the parametric form of the variance function in nonparametric regression (Q904052) (← links)
- An improved method for the computation of maximum likelihood estimates for multinomial overdispersion models (Q957175) (← links)
- On the estimation of the stereotype regression model (Q959281) (← links)
- Ecosystem modeling of college drinking: parameter estimation and comparing models to data (Q969906) (← links)
- Using inverse problem methods with surveillance data in pneumococcal vaccination (Q984179) (← links)
- Asymptotics of Bayesian median loss estimation (Q990880) (← links)
- Nonparametric regression estimation with general parametric error covariance (Q1000563) (← links)
- A stick-slip/rouse hybrid model for viscoelasticity in polymers (Q1007741) (← links)
- Criteria for global minimum of sum of squares in nonlinear regression (Q1010525) (← links)
- Inference of change-point in single index models (Q1042765) (← links)
- Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule (Q1174639) (← links)
- Small sample properties of tests of linear restrictions on cointegrating vectors and their weights (Q1195087) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- A simple test for parameter constancy in a nonlinear time series regression model (Q1206328) (← links)
- Some generalizations on the algebra of I(1) processes (Q1260678) (← links)
- Testing regression function adequacy in nonlinear multiresponse models (Q1262658) (← links)
- Approximate \(p\)-values of predictive tests for structural stability (Q1292328) (← links)
- Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators (Q1298426) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Estimating the parameters of the linear compartment model (Q1299494) (← links)
- Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
- On estimation and testing when explanatory variables are partly endogenous (Q1318980) (← links)
- Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- A relative weighting method for estimating parameters and variances in multiple data sets (Q1350410) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
