Pages that link to "Item:Q5661051"

The following pages link to Non-linear regression for multiple time-series (Q5661051):

Displaying 13 items.

• Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
• Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
• Reduced rank regression with autoregressive errors (Q579823) (← links)
• Third-order asymptotic properties of a class of test statistics under a local alternative (Q805099) (← links)
• Model specification testing of time series regressions (Q1057606) (← links)
• Time series regression with long-range dependence (Q1355170) (← links)
• Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
• Estimating deterministically time-varying variances in regression models (Q1934157) (← links)
• Generalized signed-rank estimation for regression models with non-ignorable missing responses (Q2002713) (← links)
• Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
• On multivariate nonlinear regression models with stationary correlated errors (Q2382900) (← links)
• Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
• Generalized canonical analysis for time series (Q2561453) (← links)