Pages that link to "Item:Q1149723"
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The following pages link to On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form (Q1149723):
Displaying 50 items.
- On Bayesian analysis and computation for functions with monotonicity and curvature restrictions (Q290975) (← links)
- Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations (Q295567) (← links)
- Consumer preferences and demand systems (Q299453) (← links)
- A nonparametric test of weak separability and consumer preferences (Q299469) (← links)
- A neural network demand system with heteroskedastic errors (Q299485) (← links)
- Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
- Bivariate non-normality in the sample selection model (Q312350) (← links)
- The Müntz-Szatz demand system. An application of a globally well behaved series expansion (Q374776) (← links)
- Non-linear mixed logit (Q453643) (← links)
- Introduction to internally consistent modeling, aggregation, inference, and policy (Q472739) (← links)
- Likelihood-based inference for regular functions with fractional polynomial approximations (Q472743) (← links)
- Empirical implementation of nonparametric first-price auction models (Q527904) (← links)
- Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments (Q528094) (← links)
- Nonparametric function estimation subject to monotonicity, convexity and other shape constraints (Q530593) (← links)
- Exponential series estimator of multivariate densities (Q530957) (← links)
- Non-parametric hypothesis testing procedures and applications to demand analysis (Q580848) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors (Q811062) (← links)
- Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
- Non-linear regression with discrete explanatory variables, with an application to the earnings function (Q913417) (← links)
- Econometric analysis of financial trade processes by discrete mixture duration models (Q959753) (← links)
- Unbiased determination of production technologies (Q1055144) (← links)
- Imposing curvature restrictions on flexible functional forms (Q1062722) (← links)
- The three-dimensional global properties of the minflex Laurent, generalized Leontief, and translog flexible functional forms (Q1083989) (← links)
- The global properties of the two minflex Laurent flexible functional forms (Q1093303) (← links)
- Stochastic specification and estimation of share equation systems (Q1094072) (← links)
- Asymptotic normality and consistency of semi-nonparametric regression estimators using an upwards \(F\) test truncation rule (Q1174639) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- On the asymptotic normality of Fourier flexible form estimates (Q1185206) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- Nonparametric econometric modelling: A neural network approach (Q1266735) (← links)
- A simple consistent specification test (Q1311218) (← links)
- Global estimation of feedforward networks with a priori constraints (Q1342437) (← links)
- Two-step estimation of heteroskedastic sample selection models (Q1343375) (← links)
- Stochastic specification in random production models of cost-minimizing firms (Q1347101) (← links)
- Estimation of some partially specified nonlinear models (Q1362023) (← links)
- Semi-nonparametric estimation of binary response models with an application to natural resource valuation (Q1362043) (← links)
- Semi-nonparametric estimates of substitution elasticities (Q1391168) (← links)
- Evaluating the semi-nonparametric Fourier, aim, and neural networks cost functions (Q1606440) (← links)
- Shape constraints in economics and operations research (Q1730901) (← links)
- Behavior of the standard Dickey-Fuller test when there is a Fourier-form break under the null hypothesis (Q1782409) (← links)
- Model specification tests in nonparametric stochastic regression models (Q1861390) (← links)
- Entropy, divergence and distance measures with econometric applications (Q1909375) (← links)
- The flexible Fourier form and Dickey-Fuller type unit root tests (Q1925883) (← links)
- Semi-nonparametric estimation with Bernstein polynomials (Q1928680) (← links)
- Retail sweep programs and monetary asset substitution (Q1934731) (← links)
- Technical change in banking (Q1960388) (← links)
- Computing nonperforming loan prices in banking efficiency analysis (Q2127356) (← links)
- Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19 (Q2166881) (← links)
- On a high-dimensional model representation method based on copulas (Q2178128) (← links)
