The following pages link to (Q5639251):
Displaying 50 items.
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- A rule of thumb for mixed heteroskedasticity (Q375110) (← links)
- Asymptotically efficient estimators for nonparametric heteroscedastic regression models (Q537348) (← links)
- Econometric modelling with nonnormal disturbances (Q584892) (← links)
- Software for the computation of Tobit model estimates (Q585639) (← links)
- Stochastic specification and the estimation of share equations (Q599473) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
- Test for normality in the econometric disequilibrium markets model (Q788454) (← links)
- A computer program to minimize a function with many variables using computer evaluated exact higher-order derivatives (Q789874) (← links)
- Generalized Newton algorithm to minimize a function with many variables using computer-evaluated exact higher-order derivatives (Q789875) (← links)
- An extension of a standard test for heteroskedasticity to a systems framework (Q794130) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
- A heteroscedasticity-consistent covariance matrix estimator for time series regressions (Q1053403) (← links)
- A Bayesian analysis of some threshold switching models (Q1064707) (← links)
- Nonlinear measures of technical efficiency (Q1112704) (← links)
- A least-squares model specification test for a class of dynamic nonlinear economic models with systematically varying parameters (Q1132732) (← links)
- Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
- A switching regression method using inequality conditions (Q1137343) (← links)
- On the efficient computation of the nonlinear full-information maximum- likelihood estimator (Q1147506) (← links)
- Testing for heteroscedasticity in simultaneous equation models (Q1154208) (← links)
- A generalized Newton algorithm using higher-order derivatives (Q1162119) (← links)
- A note on Studentizing a test for heteroscedasticity (Q1164334) (← links)
- Optimum exponential regression with one nonlinear term (Q1194396) (← links)
- A Markov model for switching regressions (Q1212765) (← links)
- Estimation in a disequilibrium model and the value of information (Q1219198) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations (Q1229543) (← links)
- Formulation and estimation of stochastic frontier production function models (Q1242080) (← links)
- An econometric model of the petroleum industry (Q1242082) (← links)
- A note on a heteroscedastic model (Q1242420) (← links)
- The distribution of changes in manufacturing employment and the impact of the minimum wage (Q1245646) (← links)
- Estimation of some limited dependent variable models with application to housing demand (Q1249408) (← links)
- Efficient estimation of income distribution parameters (Q1250665) (← links)
- Testing for multiplicative heteroskedasticity (Q1255290) (← links)
- UK government expenditure and electoral security in the 1980s: A nonlinear analysis (Q1285737) (← links)
- Approximate generalized extreme value models of discrete choice (Q1329136) (← links)
- Aggregate production planning by stochastic control (Q1330539) (← links)
- The dynamics of make or buy decisions (Q1333559) (← links)
- Semiparametric random coefficient regression models (Q1335367) (← links)
- Aggregation of preferences by the generalized row sum method (Q1366886) (← links)
- The Kuznets hypothesis: An indirect test (Q1391654) (← links)
- A classified bibliography of Monte Carlo studies in econometrics (Q1393801) (← links)
- Weighted least squares estimation of the linear probability model, revisited (Q1676652) (← links)
- A Bayesian analysis of generalized threshold autoregressive models (Q1807914) (← links)
- An approach to n-mode components analysis (Q1819504) (← links)
- Tests of efficiency in data envelopement analysis (Q1823603) (← links)
- The nonlinear two-stage least-squares estimator (Q1844047) (← links)
- Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
