The following pages link to Econometrics (Q5906679):
Displaying 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics (Q275245) (← links)
- Philosophy and objectives of econometrics (Q278259) (← links)
- Efficient information theoretic inference for conditional moment restrictions (Q280207) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models (Q280272) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Clustering financial time series: new insights from an extended hidden Markov model (Q319224) (← links)
- Third-order local power properties of tests for a composite hypothesis. II (Q495347) (← links)
- Comparison of misspecified calibrated models: the minimum distance approach (Q527985) (← links)
- Monte Carlo evaluation of multivariate Student's t probabilities (Q671686) (← links)
- Bootstrap confidence intervals in a switching regressions model (Q673296) (← links)
- Generalized Cordeiro-Ferrari Bartlett-type adjustment (Q712543) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions (Q928852) (← links)
- Inferences from biased samples with a memory effect (Q958802) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions (Q1000574) (← links)
- On testing equality of intraclass correlations under unequal family sizes (Q1020759) (← links)
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables (Q1023565) (← links)
- Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances (Q1125531) (← links)
- Nonparametric econometric modelling: A neural network approach (Q1266735) (← links)
- Bootstrapped White's test for heteroskedasticity in regression models (Q1292331) (← links)
- Bootstrapping cointegrating regression (Q1327931) (← links)
- A smooth likelihood simulator for dynamic disequilibrium models (Q1362499) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Exact tests in single equation autoregressive distributed lag models (Q1371376) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Goodness-of-fit tests for semiparametric biased sampling models (Q1416471) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination (Q1600536) (← links)
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables (Q1606444) (← links)
- Statistical microeconomics (Q1673200) (← links)
- Panel data regression for counts (Q1815623) (← links)
- Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions. (Q1858912) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- A brief biography and appreciation of Calyampudi Radhakrishna Rao, with a bibliography of his books and papers (Q1914216) (← links)
- Empirically feasible solutions and explicit dynamics for rational expectation models (Q1918125) (← links)
- A local generalized method of moments estimator (Q1929821) (← links)
- Rectangular and wedge-shaped multivariate normal probabilities (Q1978721) (← links)
- Fused variable screening for massive imbalanced data (Q2008001) (← links)
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
- Dr C R Rao's contributions to the advancement of economic science (Q2211880) (← links)
- Third-order average local powers of Bartlett-type adjusted tests: ordinary \textit{versus} adjusted profile likelihood (Q2374402) (← links)
- Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood (Q2448415) (← links)
- Optimally combining censored and uncensored datasets (Q2628828) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- (Q2762104) (← links)
- Micro-Econometrics (Q3648491) (← links)
- Dynamic Econometrics (Q4398388) (← links)
