The following pages link to (Q4255425):
Displaying 50 items.
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Panel data models with spatially correlated error components (Q280270) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both \(n\) and \(T\) are large (Q295707) (← links)
- Nonparametric estimation of conditional VaR and expected shortfall (Q299264) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
- Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework (Q506091) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- A note on nonlinear models with integrated regressors and convergence order results (Q533929) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- On the CLT for discrete Fourier transforms of functional time series (Q730448) (← links)
- Semiparametric GMM estimation of spatial autoregressive models (Q738182) (← links)
- Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- Uniform change point tests in high dimension (Q892243) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Worst-case estimation for econometric models with unobservable components (Q1019967) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- An MCMC approach to classical estimation. (Q1398964) (← links)
- Estimation of simultaneous systems of spatially interrelated cross sectional equations. (Q1421311) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Semiparametric score driven volatility models (Q1659100) (← links)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
- A model for level induced conditional heteroskedasticity (Q1726803) (← links)
- ArCo: an artificial counterfactual approach for high-dimensional panel time-series data (Q1739593) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- Mixing properties of the dynamic Tobit model with mixing errors (Q1787245) (← links)
- Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
- Strong convergence of estimators in nonlinear autoregressive models (Q1873108) (← links)
- HAC estimation in spatial panels (Q1925850) (← links)
- Approximation of asymmetric multivariate return distributions (Q1929152) (← links)
- Consistency without compactness of the parameter space in spatial econometrics (Q2069998) (← links)
- Estimation of spatial sample selection models: a partial maximum likelihood approach (Q2106403) (← links)
- A time-varying parameter model for local explosions (Q2116324) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators (Q2261906) (← links)
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity (Q2439864) (← links)
- On the identification of large multilinear systems (Q2463652) (← links)
- A note on the identifiability of the conditional expectation for the mixtures of neural networks (Q2483449) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Ergodic theorems for extended real-valued random variables (Q2638352) (← links)
- Missing observations in observation-driven time series models (Q2658759) (← links)
- Quasi score-driven models (Q2697985) (← links)
- Autoregressive processes with data-driven regime switching (Q3077661) (← links)
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
- Modeling probability density through ultraspherical polynomial transformations (Q4638788) (← links)
