Pages that link to "Item:Q5905022"

The following pages link to Maximum Likelihood Estimation of Misspecified Models (Q5905022):

Displaying 50 items.

• A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
• Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data (Q73022) (← links)
• Linear latent variable models: the lava-package (Q73549) (← links)
• Model misspecification in peaks over threshold analysis (Q79202) (← links)
• Profiling heteroscedasticity in linear regression models (Q90754) (← links)
• Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
• A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
• Marginalized Transition Models and Likelihood Inference for Longitudinal Categorical Data (Q93913) (← links)
• Bayesian beta regression for bounded responses with unknown supports (Q109170) (← links)
• An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
• Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
• Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data (Q123875) (← links)
• Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
• Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
• Sure independence screening in generalized linear models with NP-dimensionality (Q140975) (← links)
• Generalized linear models with unspecified reference distribution (Q150916) (← links)
• Oracle, multiple robust and multipurpose calibration in a missing response problem (Q252726) (← links)
• Fractionally integrated time varying GARCH model (Q257572) (← links)
• A test for bivariate normality with applications in microeconometric models (Q257622) (← links)
• Testing normality: a GMM approach (Q261889) (← links)
• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
• Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
• The power of bootstrap and asymptotic tests (Q275244) (← links)
• A fast subsampling method for nonlinear dynamic models (Q275251) (← links)
• A consistent bootstrap test for conditional density functions with time-series data (Q275271) (← links)
• On efficient estimation of the ordered response model (Q276935) (← links)
• Estimation of mis-specified long memory models (Q278055) (← links)
• Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
• Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
• Local multiplicative bias correction for asymmetric kernel density estimators (Q288358) (← links)
• Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
• Maximum likelihood inference for the multivariate \(t\) mixture model (Q290698) (← links)
• Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
• Exogeneity in structural equation models (Q291716) (← links)
• Explaining individual response using aggregated data (Q295686) (← links)
• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
• Robust likelihood inference for multivariate correlated count data (Q311281) (← links)
• Multivariate fractional regression estimation of econometric share models (Q312345) (← links)
• An autoregressive growth model for longitudinal item analysis (Q316734) (← links)
• What can we learn from plausible values? (Q316750) (← links)
• Power and sample size computation for Wald tests in latent class models (Q318133) (← links)
• A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
• A class of cross-validatory model selection criteria (Q372591) (← links)
• Omitted variables in a Weibull regression model (Q374996) (← links)
• A specification test of stochastic diffusion models (Q385188) (← links)
• Likelihood reweighting methods to reduce potential bias in noninferiority trials which rely on historical data to make inference (Q386771) (← links)
• Strong consistency of \(k\)-parameters clustering (Q391580) (← links)
• Bayesian inference with misspecified models (Q394761) (← links)
• Bayesian sandwich posteriors for pseudo-true parameters (Q394764) (← links)