Pages that link to "Item:Q1050063"

The following pages link to Misspecified models with dependent observations (Q1050063):

Displaying 47 items.

• Consistent model specification tests (Q91781) (← links)
• Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
• Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
• Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
• Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702) (← links)
• Factor and ideal point analysis for interpersonally incomparable data (Q756345) (← links)
• Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
• A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
• Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
• Information theory for maximum likelihood estimation of diffusion models (Q898589) (← links)
• A data-driven test to compare two or multiple time series (Q901611) (← links)
• Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
• Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
• Model specification testing of time series regressions (Q1057606) (← links)
• Generalized method of moments specification testing (Q1084826) (← links)
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
• Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
• On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
• The misspecification of dynamic regression models (Q1918127) (← links)
• Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
• Quasi score-driven models (Q2697985) (← links)
• Measuring the discrepancy of a parametric model via local polynomial smoothing (Q2852622) (← links)
• Testing for generalized linear mixed models with cluster correlated data under linear inequality constraints (Q2856538) (← links)
• FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
• Maximum likelihood estimation in misspecified generalized linear models (Q3200414) (← links)
• Second-order estimating equations for the analysis of clustered current status data (Q3304998) (← links)
• A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS (Q3408512) (← links)
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295) (← links)
• Model selection tests for nonlinear dynamic models (Q4551769) (← links)
• Testing for autocorrelation and random-effects in nonlinear mixed effects models based on <i>M</i>-estimation (Q4607369) (← links)
• On the formulation of uniform laws of large numbers: a truncation approach (Q4763468) (← links)
• Artificial neural networks: an econometric perspective^∗ (Q4853078) (← links)
• (Q5053281) (← links)
• Nonparametric Estimation of Multivariate Mixtures (Q5120681) (← links)
• Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates – an application to Arctic data analysis (Q5130540) (← links)
• Testing of homogeneity of variance and autocorrelation coefficients of nonlinear mixed models with AR(1) errors based on M-estimation (Q5138538) (← links)
• Diagnostics of Variance of the Error in Mixed Effects Linear Models Based on M-estimation (Q5265866) (← links)
• Nonlinear autoregressive models with optimality properties (Q5860996) (← links)
• Generalized spectral estimation of the consumption-based asset pricing model (Q5952954) (← links)
• Maximum likelihood estimation for quantile autoregression models with Markovian switching (Q6053885) (← links)
• Nonlinear kernel mode‐based regression for dependent data (Q6194050) (← links)
• Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
• Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)