Pages that link to "Item:Q4099082"
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The following pages link to Estimating Regression Models with Multiplicative Heteroscedasticity (Q4099082):
Displaying 50 items.
- An Application of a Mixed-Effects Location Scale Model for Analysis of Ecological Momentary Assessment (EMA) Data (Q85027) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Heteroscedastic symmetrical linear models (Q127161) (← links)
- An improved correction for range restricted correlations under extreme, monotonic quadratic nonlinearity and heteroscedasticity (Q316790) (← links)
- Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative (Q356647) (← links)
- An EM algorithm for the heteroscedastic regression models with censored data (Q375035) (← links)
- A semiparametric Bayesian approach to joint mean and variance models (Q383915) (← links)
- Computational issues with fitting joint location/dispersion models in unreplicated \(2^k\) factorials (Q452620) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- The multiplicative heteroscedastic von Bertalanffy model (Q654421) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- Modelling conditional variance function in industrial data: a case study (Q713897) (← links)
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
- A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
- Risk aversion and optimal forest replanting: a stochastic efficiency study (Q877658) (← links)
- Heteroscedastic latent trait models for dichotomous data (Q888018) (← links)
- A transformation for heteroscedastic error components regression models (Q900167) (← links)
- Robust diagnostics for the heteroscedastic regression model (Q901570) (← links)
- Improved estimators for a general class of beta regression models (Q962267) (← links)
- On the link between credibility and frequency premium (Q974803) (← links)
- Tree-structured model diagnostics for linear regression (Q1009312) (← links)
- Bayes prediction in regressions with elliptical errors (Q1123504) (← links)
- Testing for heteroscedasticity in simultaneous equation models (Q1154208) (← links)
- Stochastic specification of production functions and economic implications (Q1246239) (← links)
- Testing for multiplicative heteroskedasticity (Q1255290) (← links)
- Rates of convergence for estimating regression coefficients in heteroskedastic discrete response models (Q1414625) (← links)
- Estimating censored regression models in the presence of nonparametric multiplicative hetero\-skedasticity. (Q1586550) (← links)
- Degeneracy in heteroscedastic regression models (Q1587364) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- Robust methods for heteroskedastic regression (Q1658742) (← links)
- Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
- Unbiased condition of the dispersion effects estimator in unreplicated two-level factorial experiments (Q2014434) (← links)
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- Variable selection for skew-normal mixture of joint location and scale models (Q2076702) (← links)
- A bias-corrected least-squares Monte Carlo for solving multi-period utility models (Q2157230) (← links)
- Evaluating investors' recognition abilities for risk and profit in online loan markets using nonlinear models and financial big data (Q2236555) (← links)
- Variable selection in joint mean and dispersion models via double penalized likelihood (Q2258178) (← links)
- Identification of dispersion effects in replicated two-level fractional factorial experiments (Q2320876) (← links)
- Quantiles via moments (Q2330750) (← links)
- Joint modeling of location and scale parameters of the skew-normal distribution (Q2350393) (← links)
- LEVERAGE ADJUSTMENTS FOR DISPERSION MODELLING IN GENERALIZED NONLINEAR MODELS (Q2810400) (← links)
- THE ET INTERVIEW: ADRIAN PAGAN (Q2976204) (← links)
- Double generalized linear model for tissue culture proportion data: a Bayesian perspective (Q3019504) (← links)
- Bayesian estimation of a random effects heteroscedastic probit model (Q3161680) (← links)
- Covariance matrices of S robust regression estimators (Q3390582) (← links)
- Joint modelling of location and scale parameters of the t distribution (Q3429986) (← links)
- Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
- ADDING REGRESSORS TO OBTAIN EFFICIENCY (Q3551025) (← links)
