Pages that link to "Item:Q4530960"

The following pages link to Estimation When a Parameter is on a Boundary (Q4530960):

Displaying 50 items.

• Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models (Q113495) (← links)
• Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
• A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
• Regime switching for dynamic correlations (Q292034) (← links)
• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
• The structure of US food demand (Q299482) (← links)
• Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model (Q337784) (← links)
• Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
• Perturbation and scaled Cook's distance (Q447828) (← links)
• Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
• Model selection tests for moment inequality models (Q494361) (← links)
• Nonparametric estimation and inference about the overlap of two distributions (Q528068) (← links)
• Goodness-of-fit tests for copulas (Q558063) (← links)
• A generalization of the Solis-Wets method (Q651065) (← links)
• Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
• Inferring welfare maximizing treatment assignment under budget constraints (Q738143) (← links)
• Confidence intervals for the quantile of treatment effects in randomized experiments (Q738159) (← links)
• A note on portmanteau tests for conditional heteroscedastistic models (Q777693) (← links)
• On asymptotically optimal tests under loss of identifiability in semiparametric models (Q834345) (← links)
• GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
• Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424) (← links)
• A semiparametric test of independence in copula models for censored data (Q964445) (← links)
• Maximum likelihood inference for log-linear models subject to constraints of double monotone dependence (Q1001726) (← links)
• An MCMC approach to classical estimation. (Q1398964) (← links)
• A simple estimator for nonlinear error in variable models (Q1410563) (← links)
• Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
• A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
• The asymptotic distribution of the isotonic regression estimator over a general countable pre-ordered set (Q1711573) (← links)
• Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
• Testing for jumps and jump intensity path dependence (Q1753059) (← links)
• Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (Q1763105) (← links)
• Robust estimation and confidence interval in meta-regression models (Q1799820) (← links)
• Rates of information aggregation in common value auctions (Q1877164) (← links)
• Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity (Q2000832) (← links)
• Testing for observation-dependent regime switching in mixture autoregressive models (Q2024438) (← links)
• Estimating multinomial choice models with unobserved choice sets (Q2074596) (← links)
• Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
• Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
• Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
• Non-standard inference for augmented double autoregressive models with null volatility coefficients (Q2295807) (← links)
• Semiparametrically efficient estimation of Euclidean parameters under equality constraints (Q2317299) (← links)
• Semiparametric estimation for isotropic max-stable space-time processes (Q2325332) (← links)
• On asymptotic size distortions in the random coefficients logit model (Q2330728) (← links)
• Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
• Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
• A note on the log-Lindley distribution (Q2374110) (← links)
• Modeling heaped duration data: an application to neonatal mortality (Q2399549) (← links)
• Nonparametric estimation and inference under shape restrictions (Q2405907) (← links)