Pages that link to "Item:Q3989294"
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The following pages link to Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294):
Displaying 16 items.
- Stationarity and mixing properties of the dynamic Tobit model (Q974181) (← links)
- On the asymptotic normality of Fourier flexible form estimates (Q1185206) (← links)
- Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure (Q1318986) (← links)
- Aggregated heterogeneous dependent data and the logit model: (Q1352142) (← links)
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series (Q1922413) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- Folklore theorems, implicit maps, and indirect inference (Q2859060) (← links)
- PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (Q3108567) (← links)
- Asymptotic least-squares estimation efficiency considerations and applications (Q3197179) (← links)
- A note on a method to compute the asymptotic Distribution of the sample second order moments of dynamic linear normal variables (Q3473013) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality (Q5074248) (← links)
- Nonparametric panel stationarity testing with an application to crude oil production (Q5085681) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
