Pages that link to "Item:Q5288915"
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The following pages link to Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components (Q5288915):
Displaying 13 items.
- Marginal likelihood and unit roots (Q276943) (← links)
- Unit roots in moving averages beyond first order (Q449984) (← links)
- Inference in semi-parametric spline mixed models for longitudinal data (Q904902) (← links)
- Parameter estimation in semi-linear models using a maximal invariant likelihood function (Q998984) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- Fiducial generalized \(p\)-values for testing zero-variance components in linear mixed-effects models (Q1656896) (← links)
- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models (Q1729806) (← links)
- Maximal invariant likelihood based testing of semi-linear models (Q2457769) (← links)
- Estimation of vector error correction models with mixed-frequency data (Q2852491) (← links)
- Inference for regression models with errors from a non-invertible MA(1) process (Q3018535) (← links)
- Likelihood functions for state space models with diffuse initial conditions (Q3103195) (← links)
- Temporal disaggregation by state space methods: Dynamic regression methods revisited (Q3422389) (← links)
- Bootstrap tests for variance components in generalized linear mixed models (Q5192948) (← links)
