The following pages link to (Q4802629):
Displaying 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- Testing normality: a GMM approach (Q261889) (← links)
- The power of bootstrap and asymptotic tests (Q275244) (← links)
- A simple approach to the parametric estimation of potentially nonstationary diffusions (Q276917) (← links)
- Marginal likelihood and unit roots (Q276943) (← links)
- Analysis of bivariate zero inflated count data with missing responses (Q276972) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Asymptotic and bootstrap inference for inequality and poverty measures (Q288352) (← links)
- The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (Q291644) (← links)
- On the estimation of returns to scale, technical progress and monopolistic markups (Q295564) (← links)
- Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Generalized maximum entropy analysis of the linear simultaneous equations model (Q296445) (← links)
- Consumer preferences and demand systems (Q299453) (← links)
- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach (Q300071) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- Model uncertainty and model averaging in regression discontinuity designs (Q312366) (← links)
- Ridge estimation in linear models with heteroskedastic errors (Q356502) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Item response theory for longitudinal data: population parameter estimation (Q558049) (← links)
- Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance (Q613742) (← links)
- Forecasting in the presence of large shocks (Q671541) (← links)
- An alternative two stage least squares \((2SLS)\) estimator for latent variable equations (Q676532) (← links)
- On the consistency of the LIML estimator of a spatial autoregressive model with many instruments (Q694923) (← links)
- Do interest rate options contain information about excess returns? (Q737991) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Testing for spatial lag and spatial error dependence using double length artificial regressions (Q744768) (← links)
- Spatial J-test: some Monte Carlo evidence (Q746194) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- Model selection using information criteria and genetic algorithms (Q816056) (← links)
- Testing for jumps in the EGARCH process (Q834296) (← links)
- Further remarks on the connection between fixed linear model and mixed linear model (Q894878) (← links)
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
- Stochastic equilibrium: Learning by exponential smoothing (Q951386) (← links)
- Graphical methods for investigating the finite-sample properties of confidence regions (Q962250) (← links)
- Asset price prediction using seasonal decomposition (Q1000351) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
- On testing a subset of regression parameters under heteroskedasticity (Q1020699) (← links)
- A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection (Q1023683) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Internal supply chain coordination in the electric utility industry (Q1027552) (← links)
- Wage compensation for job-related illness: Evidence from a matched employer and employee survey in the UK (Q1028362) (← links)
- Effects of constrained supply and price contracts on agricultural cooperatives (Q1042230) (← links)
- Demand systems with unit values: A comparison of two specifications (Q1128585) (← links)
