Pages that link to "Item:Q3790518"
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The following pages link to Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers (Q3790518):
Displaying 50 items.
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- A note on the validity of cross-validation for evaluating autoregressive time series prediction (Q138202) (← links)
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- Central limit theorems and uniform laws of large numbers for arrays of random fields (Q302166) (← links)
- Predicting binary outcomes (Q386939) (← links)
- Spatial dynamic panel data models with interactive fixed effects (Q515141) (← links)
- On spatial processes and asymptotic inference under near-epoch dependence (Q528034) (← links)
- Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
- The EFM approach for single-index models (Q638808) (← links)
- Semiparametric estimation of the link function in binary-choice single-index models (Q722740) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications (Q962298) (← links)
- Uniform convergence of Vapnik-Chervonenkis classes under ergodic sampling (Q989178) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (Q1260683) (← links)
- Nonparametric identification and estimation of polychotomous choice models (Q1260685) (← links)
- Uniform laws of large numbers and stochastic Lipschitz-continuity (Q1305641) (← links)
- On estimation and testing when explanatory variables are partly endogenous (Q1318980) (← links)
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure (Q1318986) (← links)
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables (Q1341200) (← links)
- Semiparametric maximum likelihood estimation of polychotomous and sequential choice models (Q1343376) (← links)
- Estimating new product demand from biased survey data (Q1362026) (← links)
- Estimation of Type 3 Tobit models using symmetric trimming and pairwise comparisons (Q1362029) (← links)
- Cross-sectional aggregation of nonlinear models (Q1574218) (← links)
- A simulated pseudo-maximum likelihood estimator for nonlinear mixed models. (Q1605373) (← links)
- Functional multi-layer perceptron: A nonlinear tool for functional data analysis (Q1763468) (← links)
- Consistent estimation of the parameters of a nonlinear model for randomly discretized functional samples. (Q1764118) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Strong consistency in nonlinear stochastic regression models. (Q1848804) (← links)
- A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach (Q1872324) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- The Bierens test under data dependence (Q1915460) (← links)
- An extension of the maximum score estimator for disequilibrium models. (Q1960369) (← links)
- Dynamic semiparametric models for expected shortfall (and value-at-risk) (Q2000869) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Smoothed GMM for quantile models (Q2330749) (← links)
- Asymptotic theory for differentiated products demand models with many markets (Q2343768) (← links)
- Strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models (Q2499556) (← links)
- Model-free inference for tail risk measures (Q2786682) (← links)
- Asymptotic Inferences for an AR(1) Model with a Change Point and Possibly Infinite Variance (Q2807610) (← links)
