Pages that link to "Item:Q4455372"

The following pages link to Estimation in a simple random effects model with nonnormal distributions (Q4455372):

Displaying 17 items.

• Efficient estimation of moments in linear mixed models (Q408097) (← links)
• Estimation in linear mixed models for longitudinal data under linear restricted conditions (Q607207) (← links)
• Inference in components of variance models with low replication (Q1429311) (← links)
• Testing for random effects in linear mixed models for longitudinal data under moment conditions (Q2269611) (← links)
• Assessing skewness, kurtosis and normality in linear mixed models (Q2404417) (← links)
• Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation (Q2873916) (← links)
• HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS (Q2886979) (← links)
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models (Q3077795) (← links)
• Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
• BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443) (← links)
• Estimating Moments in Linear Mixed Models (Q3532747) (← links)
• Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (Q3552847) (← links)
• Efficient Estimation for Rank‐Based Regression with Clustered Data (Q4911930) (← links)
• Covariance based moment equations for improved variance component estimation (Q5058310) (← links)
• Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
• Testing for distributional features in varying coefficient panel data models (Q5860971) (← links)
• Robust density power divergence estimates for panel data models (Q6175877) (← links)