Pages that link to "Item:Q5375952"
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The following pages link to Efficient estimation for time-varying coefficient longitudinal models (Q5375952):
Displaying 11 items.
- Efficient estimation in semivarying coefficient models for longitudinal/clustered data (Q342667) (← links)
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
- HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711) (← links)
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models (Q2965547) (← links)
- Efficient Inference for Longitudinal Data Varying‐coefficient Regression Models (Q5361189) (← links)
- Time-varying coefficient models for joint modeling binary and continuous outcomes in longitudinal data (Q5739466) (← links)
- Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)
- Locally Stationary Quantile Regression for Inflation and Interest Rates (Q6620907) (← links)
- Efficient Estimation for Models With Nonlinear Heteroscedasticity (Q6620970) (← links)