Pages that link to "Item:Q3221219"

The following pages link to Approximate Normality of Generalized Least Squares Estimates (Q3221219):

Displaying 32 items.

• Difference in difference meets generalized least squares: higher order properties of hypotheses tests (Q295397) (← links)
• Estimation of a subset of regression coefficients of interest in a model with non-spherical disturbances (Q394450) (← links)
• Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (Q451270) (← links)
• A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error (Q451411) (← links)
• Standard error computations for uncertainty quantification in inverse problems: asymptotic theory vs. bootstrapping (Q623062) (← links)
• Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
• Second order optimality for estimators in time series regression models (Q873630) (← links)
• A transformation for heteroscedastic error components regression models (Q900167) (← links)
• Bootstrap tests for generalized least squares regression models (Q921775) (← links)
• The distribution of a generalized least squares estimator with covariance adjustment (Q1078956) (← links)
• Efficiency of iterative estimators in the regression model with AR(1) disturbances (Q1086946) (← links)
• Random group effects and the precision of regression estimates (Q1089714) (← links)
• Comparison of powers of a class of tests for multivariate linear hypothesis and independence (Q1102666) (← links)
• Resampling methods for tests in regression models with autocorrelated errors (Q1189335) (← links)
• Bounds for normal approximations to the distributions of generalized least squares predictors and estimators (Q1193986) (← links)
• The Falstaff estimator (Q1274777) (← links)
• Higher-order approximations for frequency domain time series regression (Q1305643) (← links)
• Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
• Jackknife minimum distance estimation. (Q1603856) (← links)
• Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294) (← links)
• Lindley-like mean correction in the improved estimation of regression models with non-scalar covariance matrix (Q1676680) (← links)
• Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
• Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
• Estimating the parameters of a circle by heteroscedastic regression models (Q1878672) (← links)
• On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
• Efficient closed-form estimation of large spatial autoregressions (Q2106398) (← links)
• Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
• (Q4270726) (← links)
• Ridge regression estimators in the linear regression models with non-spherical errors (Q4275824) (← links)
• Small Area Estimation with Correctly Specified Linking Models (Q4561863) (← links)
• Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723) (← links)
• Double \(k\)-class estimators in regression models with non-spherical disturbances (Q5960849) (← links)