Pages that link to "Item:Q5203539"
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The following pages link to Chi-Square Diagnostic Tests for Econometric Models: Theory (Q5203539):
Displaying 26 items.
- Multivariate fractional regression estimation of econometric share models (Q312345) (← links)
- Inference based on many conditional moment inequalities (Q503565) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Work absences and doctor visits during an illness episode: the differential role of preferences, production, and policies among men and women (Q530926) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← links)
- Using least squares and Tobit in second stage DEA efficiency analyses (Q1015001) (← links)
- Specification diagnostics for duration models. A martingale approach (Q1319000) (← links)
- Equivalence results in chi-square tests (Q1927354) (← links)
- Editorial: Misspecification test methods in econometrics (Q2512592) (← links)
- Nonparametric inference based on conditional moment inequalities (Q2512637) (← links)
- A test of non-identifying restrictions and confidence regions for partially identified parameters (Q2630079) (← links)
- On the law of large numbers for (geometrically) ergodic Markov chains (Q2886965) (← links)
- The asymptotic distribution of the sum of weighted squared residuals in binary choice models (Q3198692) (← links)
- Inference in Autoregression under Heteroskedasticity (Q3440759) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS (Q3551007) (← links)
- Distributional Overlap: Simple, Multivariate, Parametric, and Nonparametric Tests for Alienation, Convergence, and General Distributional Difference Issues (Q3564821) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Specification tests in ordered logit and probit models (Q4373274) (← links)
- A goodness‐of‐fit test in the multinomial legit model based on weighted squared residuals (Q4850114) (← links)
- Conditional Inference Functions for Mixed-Effects Models With Unspecified Random-Effects Distribution (Q4916508) (← links)
- Risk Classification for Claim Counts (Q5019771) (← links)
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS (Q5314881) (← links)
- HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT (Q5411516) (← links)
- Exponential dispersion models for overdispersed zero-inflated count data (Q6073583) (← links)
