Pages that link to "Item:Q5905022"
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The following pages link to Maximum Likelihood Estimation of Misspecified Models (Q5905022):
Displaying 50 items.
- Generalized linear mixed models: a review and some extensions (Q636149) (← links)
- A lack-of-fit test in Tobit errors-in-variables regression models (Q645418) (← links)
- A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation (Q650771) (← links)
- Kernel smoothing density estimation when group membership is subject to missing (Q651072) (← links)
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684) (← links)
- A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
- Disequilibrium and uncertainty in cointegrated systems (Q672564) (← links)
- Simulated conditional moment tests (Q672615) (← links)
- Density estimation through convex combinations of densities: Approximation and estimation bounds (Q676599) (← links)
- From association to causation via regression (Q679036) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← links)
- Likelihood ratio procedures and tests of fit in parametric and semiparametric copula models with censored data (Q719046) (← links)
- Mis-specification analyses of gamma and Wiener degradation processes (Q719462) (← links)
- Macroeconomics and the reality of mixed frequency data (Q726586) (← links)
- Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (Q726590) (← links)
- Testing for linearity in Markov switching models: a bootstrap approach (Q734468) (← links)
- Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
- Fourth order pseudo maximum likelihood methods (Q737907) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Likelihood estimation and inference in threshold regression (Q738152) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models (Q741804) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Finite mixture modeling of censored regression models (Q744793) (← links)
- Weighted least squares estimators in possibly misspecified nonlinear regression (Q745319) (← links)
- Estimation of finite population duration distributions from longitudinal survey panels with intermittent followup (Q746473) (← links)
- Minimum message length estimation of mixtures of multivariate Gaussian and von Mises-Fisher distributions (Q747257) (← links)
- Estimation and assessment of Markov multistate models with intermittent observations on individuals (Q747353) (← links)
- Residual plots to reveal the functional form for covariates in parametric accelerated failure time models (Q747372) (← links)
- Empirical correction to the likelihood ratio statistic for structural equation modeling with many variables (Q748207) (← links)
- Factor and ideal point analysis for interpersonally incomparable data (Q756345) (← links)
- Distributional specification tests against semiparametric alternatives (Q756347) (← links)
- Market attention and Bitcoin price modeling: theory, estimation and option pricing (Q777928) (← links)
- Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
- Asymptotic criteria for model selection (Q796947) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← links)
- On model expansion, model contraction, identifiability and prior information: two illustrative scenarios involving mismeasured variables (Q819958) (← links)
- Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis (Q842909) (← links)
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- Central bank intervention and heterogeneous exchange rate expectations: evidence from the daily DEM/US-dollar exchange rate (Q850606) (← links)
- Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition (Q855905) (← links)
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Parametric robust test for several variances with unknown underlying distributions (Q862360) (← links)
- Consistency of estimators of population scaled parameters using composite likelihood (Q883786) (← links)
- Random model discrepancy: interpretations and technicalities (A rejoinder) (Q888051) (← links)
- A novel hybrid RBF neural networks model as a forecaster (Q892481) (← links)
- Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
