Nonlinear Regression on Cross-Section Data
From MaRDI portal
Publication:3884997
DOI10.2307/1913132zbMath0442.62050OpenAlexW2074437904MaRDI QIDQ3884997
Publication date: 1980
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/89f908986e6b045b5d557c240691af1374125394
consistencyasymptotic normalitymodel misspecificationtesting hypothesescross-section datanonlinear weighted least squares estimators
Related Items
Trading information, price discreteness, and volatility estimation, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts, SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR, Efficient estimation of integrated volatility incorporating trading information, Unnamed Item, Effective federal individual income tax functions: A specification search, Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators, Quantifying adventitious error in a covariance structure as a random effect, Estimation of multivariate tail quantities, ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS, Comparing dynamic equilibrium models to data: a Bayesian approach, Asymptotics of SIMEX-based variance estimation, Least absolute error estimation in the presence of serial correlation, Nonparametric Estimation of Multivariate Mixtures, Consistent estimation for some nonlinear errors-in-variables models, On robustness of maximum likelihood estimates for Poisson-lognormal models., Some aspects of testing non-nested hypotheses, Consistency of M-estimators of nonlinear signal processing models, A semiparametric regression estimator under left truncation and right censoring, Single-index coefficient models for nonlinear time series, Penalized indirect inference, On least absolute deviation estimators for one-dimensional chirp model, A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models, Second-order least-squares estimation for regression models with autocorrelated errors, Consistent estimation of species abundance from a presence-absence map, Consistent model specification tests, Least trimmed squares in nonlinear regression under dependence, Properties of the QME under asymmetrically distributed disturbances, Quasi-maximum likelihood estimation of volatility with high frequency data, Group Sequential Methods for an Ordinal Logistic Random-Effects Model Under Misspecification, Testing for conditional heteroskedasticity with misspecified alternative hypotheses, Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques, Inference for censored quantile regression models in longitudinal studies, Factor and ideal point analysis for interpersonally incomparable data, Multi-step estimation and forecasting in dynamic models, Construction of credible intervals for nonlinear regression models with unknown error distributions, Estimation and testing in time-series regression models with heteroscedastic disturbances, Misspecified models with dependent observations, Multivariate regression models for panel data, Tests for model specification in the presence of alternative hypotheses, Statistical Fitting and validation of nonlinear simulation metamodels: a case study, Uniform laws of large numbers and stochastic Lipschitz-continuity, Least absolute deviations estimation for the censored regression model, A general approach to Lagrange multiplier model diagnostics, On the formulation of uniform laws of large numbers: a truncation approach, Asymptotic properties of a particular nonlinear regression quantile estimation., New estimation for heteroscedastic single-index measurement error models