Pages that link to "Item:Q3316405"

The following pages link to Nonlinear Regression with Dependent Observations (Q3316405):

Displaying 50 items.

• Estimating diversity via frequency ratios (Q88012) (← links)
• GMM estimation with cross sectional dependence (Q113633) (← links)
• Nonparametric estimation of time varying parameters under shape restrictions (Q262746) (← links)
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• Asymptotics of the signed-rank estimator under dependent observations (Q393581) (← links)
• Adaptive estimation of an additive regression function from weakly dependent data (Q476220) (← links)
• Asymptotic properties of the sign estimate of autoregression field coefficients (Q499563) (← links)
• Sieve estimation of panel data models with cross section dependence (Q527969) (← links)
• A sandwich-type standard error estimator of SEM models with multivariate time series (Q629182) (← links)
• Minimum chi-square estimation and tests for model selection (Q685917) (← links)
• Nonlinear regression models with increasing numbers of unknown parameters (Q736010) (← links)
• Measuring correlations of integrated but not cointegrated variables: a semiparametric approach (Q738027) (← links)
• Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
• A chi-square test for a unit root (Q756896) (← links)
• A conditional least squares estimation procedure for a disequilibrium market model with autocorrelated errors (Q899759) (← links)
• Analysis of rounded data from dependent sequences (Q907062) (← links)
• Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
• Short-memory and the PPP hypothesis (Q956508) (← links)
• Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
• Least squares estimation of nonlinear spatial trends (Q962275) (← links)
• Linearity testing for fuzzy rule-based models (Q983052) (← links)
• Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques (Q1019895) (← links)
• A robust algorithm for parameter estimation in smooth transition autoregressive models (Q1046357) (← links)
• Misspecified models with dependent observations (Q1050063) (← links)
• A note on strong mixing of ARMA processes (Q1078909) (← links)
• Modified Lagrange multiplier tests for problems with one-sided alternatives (Q1083155) (← links)
• Generalized method of moments specification testing (Q1084826) (← links)
• ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← links)
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
• Trends and random walks in macroeconomic time series (Q1112530) (← links)
• Heteroskedastic cointegration (Q1203087) (← links)
• A simple multiple variance ratio test (Q1260679) (← links)
• Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
• Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
• A study to zero-out auctions: Testbed experiments of a process of allocating private rights to the use of public property (Q1341477) (← links)
• Subsampling for heteroskedastic time series (Q1372916) (← links)
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
• Cross-sectional aggregation of nonlinear models (Q1574218) (← links)
• A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model (Q1676625) (← links)
• An improved rate for non-negative definite consistent covariance matrix estimation with heterogeneous dependent data (Q1676722) (← links)
• Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
• Consistency of M-estimators of nonlinear signal processing models (Q1731423) (← links)
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
• Estimation and testing in time-series regression models with heteroscedastic disturbances (Q1836957) (← links)
• On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
• Strong consistency in nonlinear stochastic regression models. (Q1848804) (← links)
• Recovery guarantees for polynomial coefficients from weakly dependent data with outliers (Q2209293) (← links)
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures (Q2257019) (← links)
• Second-order least-squares estimation for regression models with autocorrelated errors (Q2259763) (← links)
• Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation (Q2270565) (← links)