Pages that link to "Item:Q3316405"

The following pages link to Nonlinear Regression with Dependent Observations (Q3316405):

Displaying 46 items.

• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
• Analytic standard errors for exploratory process factor analysis (Q2339064) (← links)
• The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
• The asymptotic distribution of the unconditional quantile estimator under dependence (Q2483892) (← links)
• Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
• Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
• False discovery rate for functional data (Q2666072) (← links)
• An extension of almost sure central limit theorem for self-normalized products of sums for mixing sequences (Q2832655) (← links)
• Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS (Q2936837) (← links)
• Methods for high-dimensional multivariate and multi-group repeated measures data under non-normality (Q2953447) (← links)
• Non linear parametric mode regression (Q2979055) (← links)
• Model selection using union-intersection principle for non nested models (Q2979945) (← links)
• Accurately sized test statistics with misspecified conditional homoskedasticity (Q3019825) (← links)
• Single-index coefficient models for nonlinear time series (Q3021174) (← links)
• Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
• FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
• Maximum likelihood estimation in misspecified generalized linear models (Q3200414) (← links)
• ARMA MODELS WITH ARCH ERRORS (Q3341736) (← links)
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables (Q3391163) (← links)
• OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
• A linear regression with unobserved dependent variables (Q3474054) (← links)
• Effects of level shifts and temporary changes on the estimation of GARCH models (Q3589968) (← links)
• ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS (Q3740038) (← links)
• CONSTRAINED NON–LINEAR LEAST SQUARES (Q3798072) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
• A nonparametric method to estimate time varying coefficients under seasonal constraints (Q4521326) (← links)
• A nonparametric test of the mixture-of-distributions model (Q4647259) (← links)
• On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
• (Q4887940) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• Minimum distance estimation in linear regression with strong mixing errors (Q5078454) (← links)
• EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
• Signed-rank regression inference via empirical likelihood (Q5222369) (← links)
• Testing stationarity and trend stationarity against the unit root hypothesis (Q5285950) (← links)
• Fixed-design regression for linear time series (Q5916402) (← links)
• HAC robust trend comparisons among climate series with possible level shifts (Q6139093) (← links)
• Nonlinear kernel mode‐based regression for dependent data (Q6194050) (← links)
• A generalization bound of deep neural networks for dependent data (Q6540912) (← links)
• Predictive ability tests with possibly overlapping models (Q6554207) (← links)
• Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
• A communication-efficient, online changepoint detection method for monitoring distributed sensor networks (Q6570342) (← links)
• Transformed Estimation for Panel Interactive Effects Models (Q6620996) (← links)
• Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290) (← links)