Pages that link to "Item:Q1265790"
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The following pages link to Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790):
Displaying 11 items.
- Marginal likelihood and unit roots (Q276943) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- Parameter estimation in semi-linear models using a maximal invariant likelihood function (Q998984) (← links)
- Estimation and testing of regression disturbances based on modified likelihood functions (Q1299432) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- Adjusted QMLE for the spatial autoregressive parameter (Q2224891) (← links)
- Maximal invariant likelihood based testing of semi-linear models (Q2457769) (← links)
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL (Q4443970) (← links)
- POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION (Q5187625) (← links)
- BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD (Q5411513) (← links)
- On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model (Q6064120) (← links)
