The following pages link to Marilena Furno (Q650727):
Displayed 24 items.
- Item:Q650727 (redirect page) (← links)
- A robust test of specification based on order statistics (Q650728) (← links)
- Bounded-influence instrumental variables estimator: an extension (Q900032) (← links)
- Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
- Tests for structural break in quantile regressions (Q1633260) (← links)
- Robust estimation in multiple regression model using \(p\)-dimensional subsets (Q1901252) (← links)
- Robust procedures in multiple regression: \(p\)-subsets and a computational proposal (Q1919704) (← links)
- Monetary policy and interest rates. An adaptive estimator approach (Q2366874) (← links)
- (Q2868791) (← links)
- Non-linearity tests based on order statistics and quantile regressions (Q3446968) (← links)
- Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity (Q3497819) (← links)
- (Q3580544) (← links)
- The information matrix test in the linear regression with ARMA errors (Q3598368) (← links)
- Location of outliers in multiple regression using resampled values (Q4017562) (← links)
- Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator (Q4355596) (← links)
- A Robust Heteroskedasticity Consistent Covariance Matrix Estimator (Q4375875) (← links)
- LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS (Q4512681) (← links)
- ARCH tests and quantile regressions (Q4826350) (← links)
- Quantile Regression (Q4961954) (← links)
- Quantile regression analysis of the Italian school system (Q4970587) (← links)
- Parameter instability in quantile regression (Q4970897) (← links)
- Quantile regression estimates and the analysis of structural breaks (Q5247938) (← links)
- LAD estimation with random coefficient autocorrelated errors. (Q5941338) (← links)
- Computing finite mixture estimators in the tails (Q6138121) (← links)