Pages that link to "Item:Q3481115"
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The following pages link to ON THE PROBABILITY OF ESTIMATING A DETERMINISTIC COMPONENT IN THE LOCAL LEVEL MODEL (Q3481115):
Displaying 11 items.
- Inference in semi-parametric spline mixed models for longitudinal data (Q904902) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
- Market efficiency, asset returns, and the size of the risk premium in global equity markets. (Q1858952) (← links)
- Real and financial cycles: estimates using unobserved component models for the Italian economy (Q2305035) (← links)
- Local Whittle estimation of the memory parameter in presence of deterministic components (Q3077674) (← links)
- Likelihood functions for state space models with diffuse initial conditions (Q3103195) (← links)
- The equivalence between likelihood ratio test and F-test for testing variance component in a balanced one-way random effects model (Q3564774) (← links)
- (Q5101818) (← links)
- Bootstrap tests for variance components in generalized linear mixed models (Q5192948) (← links)
- Testing for random coefficient autoregressive and stochastic unit root models (Q6039127) (← links)