Pages that link to "Item:Q3429968"
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The following pages link to On multiple regression models with nonstationary correlated errors (Q3429968):
Displaying 13 items.
- On regression model selection for the data with correlated errors (Q730754) (← links)
- Multiple cause model with autocorrelated errors: a gain in efficiency analysis (Q899926) (← links)
- Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
- Time series regression models with locally stationary disturbance (Q1687325) (← links)
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
- On multivariate nonlinear regression models with stationary correlated errors (Q2382900) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- A recursive online algorithm for the estimation of time-varying ARCH parameters (Q2465270) (← links)
- Estimation in multiple linear regression Berkson model for processes with uncorrelated incre\-ments (Q2474370) (← links)
- (Q3702304) (← links)
- Effects of correlated disturbances of some regression problems (Q4269937) (← links)
- Estimating nonlinear additive models with nonstationarities and correlated errors (Q4629278) (← links)
- (Q5326959) (← links)
