The following pages link to zbMATH DE Number (P1451):
Displaying 50 items.
- Worst-case analysis of the LPT algorithm for single processor scheduling with time restrictions (Q280185) (← links)
- Clones with nullary operations. (Q280187) (← links)
- Exploring users' preferences in a fuzzy setting (Q280189) (← links)
- Towards a notion of lambda monoid (Q280190) (← links)
- Dualizing clones as models of Lawvere theories. (Q280192) (← links)
- A short introduction to clones. (Q280194) (← links)
- Exploiting parallelism in coalgebraic logic programming (Q280198) (← links)
- Logical relations and parametricity -- a Reynolds programme for category theory and programming languages (Q280200) (← links)
- Chaotic actions of locally compact Hausdorff topological groups (Q280201) (← links)
- Freyd categories are enriched Lawvere theories (Q280202) (← links)
- Guest editorial. Information and entropy econometrics -- volume overview and synthesis (Q280203) (← links)
- Some aspects of the history of Bayesian information processing (Q280204) (← links)
- Information optimality and Bayesian modelling (Q280206) (← links)
- Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Estimation and inference in the case of competing sets of estimating equations (Q280215) (← links)
- GMM estimation of a maximum entropy distribution with interval data (Q280217) (← links)
- A versatile and robust metric entropy test of time-reversibility, and other hypotheses (Q280218) (← links)
- Information measures for generalized gamma family (Q280222) (← links)
- Guest editorial. Endogeneity, instruments and identification (Q280223) (← links)
- Instrumental variable estimation of nonseparable models (Q280226) (← links)
- Instrumental values (Q280227) (← links)
- Identification and information in monotone binary models (Q280231) (← links)
- Minimax-regret treatment choice with missing outcome data (Q280232) (← links)
- Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (Q280238) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
- Editorial. The econometrics of intellectual property: an overview (Q280243) (← links)
- Estimation of patent licensing value using a flexible demand specification (Q280245) (← links)
- An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
- Valuing intangible assets with a nested logit market share model (Q280250) (← links)
- Econometric analysis of copyrights (Q280253) (← links)
- The size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance (Q280256) (← links)
- Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780--1851 (Q280259) (← links)
- Patent activity and technical change (Q280261) (← links)
- Modeling the diffusion of scientific publications (Q280262) (← links)
- Guest editorial. Analysis of spatially dependent data (Q280263) (← links)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- Identification of binary choice models with social interactions (Q280266) (← links)
- Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
- Panel data models with spatially correlated error components (Q280270) (← links)
- HAC estimation in a spatial framework (Q280271) (← links)
- The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models (Q280272) (← links)
- A matrix exponential spatial specification (Q280275) (← links)
- A central limit theorem for endogenous locations and complex spatial interactions (Q280279) (← links)
- A spatial model for multivariate lattice data (Q280280) (← links)
- Estimating models of complex FDI: are there third-country effects? (Q280283) (← links)
