Pages that link to "Item:Q110331"
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The following pages link to Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331):
Displaying 50 items.
- Which decision theory? (Q2440148) (← links)
- Nelson-Plosser revisited: the ACF approach (Q2440331) (← links)
- Estimating the historical and future probabilities of large terrorist events (Q2441827) (← links)
- Discussion of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441828) (← links)
- Rejoinder of ``Estimating the historical and future probabilities of large terrorist events'' by Aaron Clauset and Ryan Woodard (Q2441829) (← links)
- Estimation of social preferences in generalized dictator games (Q2451395) (← links)
- Power-law distributions in binned empirical data (Q2453658) (← links)
- Analysing yield spread and output dynamics in an endogenous Markov switching regression framework (Q2471739) (← links)
- Likelihood ratio tests of the number of components in a normal mixture with unequal variances (Q2483837) (← links)
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators. (Q2490800) (← links)
- Statistical ensembles for economic networks (Q2511528) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- Model equivalence tests in a parametric framework (Q2512611) (← links)
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data (Q2512621) (← links)
- Multivariate rotated ARCH models (Q2512636) (← links)
- Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
- An experimental study of constant-sum centipede games (Q2564154) (← links)
- The probability to select the correct model using likelihood-ratio based criteria in choosing between two nested models of which the more extended one is true (Q2573525) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- Games with second-order expected utility (Q2667279) (← links)
- Improvements of the Newton-Raphson method (Q2668036) (← links)
- Statistical causality for multivariate nonlinear time series via Gaussian process models (Q2684931) (← links)
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
- A model for ordinal responses with heterogeneous status quo outcomes (Q2697070) (← links)
- Missing link in generalized linear problems (Q2750827) (← links)
- On a mixture model for directional data on the sphere (Q2791833) (← links)
- Some Theoretical Comparisons of Negative Binomial and Zero-Inflated Poisson Distributions (Q2794794) (← links)
- Model comparisons in unstable environments (Q2812302) (← links)
- The beta stochastic utility (β-SU) (Q2814782) (← links)
- On zero-distorted generalized geometric distribution (Q2817170) (← links)
- Existence and characterization of conditional density projections (Q2826008) (← links)
- Model Selection Using Cramér–von Mises Distance (Q2833356) (← links)
- Selection of Vine Copulas (Q2849522) (← links)
- Modeling dependent yearly claim totals including zero claims in private health insurance (Q2866301) (← links)
- A model selection test for bivariate failure-time data (Q2886950) (← links)
- The asymptotic variance of the pseudo maximum likelihood estimator (Q2886974) (← links)
- The analysis of zero-inflated count data: beyond zero-inflated Poisson regression. (Q2905134) (← links)
- Choice of prognostic estimators in joint models by estimating differences of expected conditional Kullback-Leibler risks (Q2912329) (← links)
- The number of regimes across asset returns: identification and economic value (Q2929381) (← links)
- Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses (Q2934414) (← links)
- LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← links)
- Model selection using union-intersection principle for non nested models (Q2979945) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- A Semi-Nonparametric Approach to Model Panel Count Data (Q3007813) (← links)
- Combining inflation density forecasts (Q3065506) (← links)
- Optimal predictive densities and fractional moments (Q3077454) (← links)
- Postmodel selection estimators of variance function for nonlinear autoregression (Q3077675) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- Estimating private information usage amongst analysts: evidence from UK earnings forecasts (Q3166693) (← links)
