Pages that link to "Item:Q4530960"

The following pages link to Estimation When a Parameter is on a Boundary (Q4530960):

Displaying 50 items.

• Factor representing portfolios in large asset markets (Q2439044) (← links)
• Bootstrap unit root tests in panels with cross-sectional dependency (Q2439060) (← links)
• First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
• Mixed-rates asymptotics (Q2477061) (← links)
• Generalized least squares transformation and estimation with autoregressive error (Q2479334) (← links)
• Robust estimation and inference for heavy tailed GARCH (Q2515512) (← links)
• Asymptotics for estimation and testing procedures under loss of identifiability (Q2581509) (← links)
• Estimation with overidentifying inequality moment conditions (Q2630123) (← links)
• Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
• Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
• Poisson QMLE of count time series models (Q2802909) (← links)
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
• Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models (Q2886979) (← links)
• Size Distortion in the Analysis of Volatility and Covolatility Effects (Q2950560) (← links)
• DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS (Q2981828) (← links)
• Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (Q3007553) (← links)
• Diagnostic Measures for Generalized Linear Models with Missing Covariates (Q3077766) (← links)
• Lack-of-fit tests in linear mixed models with application to wavelet tests (Q3106427) (← links)
• RANK-BASED ESTIMATION FOR GARCH PROCESSES (Q3168422) (← links)
• FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
• ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
• Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
• Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
• GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (Q3551009) (← links)
• ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
• ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS (Q3580633) (← links)
• ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (Q3632428) (← links)
• Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)
• Maximum likelihood estimates for the Hildreth–Houck random coefficients model (Q4551782) (← links)
• QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (Q4629565) (← links)
• Testing for Concordance Ordering (Q4661702) (← links)
• Hypothesis Testing in Mixture Regression Models (Q4665827) (← links)
• Multinomial-Poisson models subject to inequality constraints (Q4970919) (← links)
• Selection of Mixed Copula Model via Penalized Likelihood (Q4975416) (← links)
• Integer‐valued asymmetric garch modeling (Q5012864) (← links)
• Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
• Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (Q5080448) (← links)
• Inference for asymmetric exponentially weighted moving average models (Q5111784) (← links)
• A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model (Q5176862) (← links)
• A note on a cross-sectional GMM estimator in the presence of an observable common shock (Q5222214) (← links)
• TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
• ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS (Q5257884) (← links)
• On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
• A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
• Imposing and Testing for Shape Restrictions in Flexible Parametric Models (Q5863645) (← links)
• On the discontinuity of the quantum Fisher information for quantum statistical models with parameter dependent rank (Q5870282) (← links)
• UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
• A discrete choice model for partially ordered alternatives (Q6067185) (← links)
• A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
• Uniform inference in linear panel data models with two-dimensional heterogeneity (Q6108272) (← links)