Pages that link to "Item:Q2346025"
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The following pages link to A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025):
Displaying 12 items.
- Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference (Q1644254) (← links)
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255) (← links)
- Approximate least squares estimation for spatial autoregressive models with covariates (Q2008130) (← links)
- Higher-order least squares inference for spatial autoregressions (Q2106404) (← links)
- Adjusted QMLE for the spatial autoregressive parameter (Q2224891) (← links)
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models (Q2236863) (← links)
- Spatial dynamic panel data models with correlated random effects (Q2658754) (← links)
- The Third-Order Bias of Nonlinear Estimators (Q3532751) (← links)
- A third order asymptotic comparison of least squares, jack-knifing and cross-validation for error variance estimation in nonlinear regression (Q3676982) (← links)
- Improved likelihood inferences for Weibull regression model (Q5106932) (← links)
- Bias-correction for Weibull common shape estimation (Q5222263) (← links)
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers (Q6164707) (← links)
