The following pages link to (Q4328700):
Displayed 30 items.
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (Q378917) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Linear statistical inference for global and local minimum variance portfolios (Q451456) (← links)
- A nonlinear panel data model of cross-sectional dependence (Q469559) (← links)
- An evaluation of financial institutions: impact on consumption and investment using panel data and the theory of risk-bearing (Q472752) (← links)
- The dynamic power law model (Q482073) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- Bounds on generalized linear predictors with incomplete outcome data (Q877249) (← links)
- Estimation and inference in multivariate Markov chains (Q894870) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- A general approach to Bayesian portfolio optimization (Q1040692) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- The block bootstrap test of Hausman's exogeneity in the presence of serial correlation (Q1929079) (← links)
- Analysis of Finnish and Swedish mortality data with stochastic mortality models (Q1936562) (← links)
- Weighted resampling of martingale difference arrays with applications (Q1952172) (← links)
- Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
- A semiparametric panel approach to mortality modeling (Q2347116) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- Prospect theory and market quality (Q2434351) (← links)
- Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues (Q2479446) (← links)
- Dynamic binary outcome models with maximal heterogeneity (Q2512531) (← links)
- Multilevel modeling with correlated effects (Q2517890) (← links)
- The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution (Q3622079) (← links)
- Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power (Q3625300) (← links)
- Model selection tests for nonlinear dynamic models (Q4551769) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- Comments on: Model-free model-fitting and predictive distributions (Q5971134) (← links)