The following pages link to (Q3703164):
Displaying 50 items.
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods (Q272057) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance (Q374783) (← links)
- Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors (Q375132) (← links)
- Computing and estimating information matrices of weak ARMA models (Q425392) (← links)
- Structure detection and parameter estimation for NARX models in a unified EM framework (Q445898) (← links)
- Nonparametric tests for Cox processes (Q511672) (← links)
- Non-parametric testing of discrete panel data models (Q579820) (← links)
- A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
- A simple test for the consistency of dynamic linear regression in rational distributed lag models (Q672883) (← links)
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix (Q739588) (← links)
- Grouped-data estimation and testing in simple labor-supply models (Q751160) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
- Testing for jumps in the stochastic volatility models (Q1025341) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- Residual analysis in the grouped and censored normal linear model (Q1087296) (← links)
- Regression-based specification tests for the multinomial logit model (Q1093298) (← links)
- Sequential nonlinear estimation with nonaugmented priors (Q1094800) (← links)
- Nonlinear models, rescaling and test invariance (Q1200018) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- Joint and separate score tests for state dependence and unobserved heterogeneity (Q1318998) (← links)
- Direct cointegration testing in error correction models (Q1341205) (← links)
- Simple LM tests of mis-specification for ordered logit models (Q1350857) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Modified Wald test for regression disturbances (Q1389540) (← links)
- The equality of comparable extended families of classical-type and Hausman-type statistics (Q1414627) (← links)
- A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature (Q1654246) (← links)
- Understanding Ding's apparent paradox (Q1750245) (← links)
- Modified stationarity tests with improved power in small samples (Q1805539) (← links)
- Specification testing when score test statistics are identically zero (Q1820541) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) (← links)
- Misspecification tests and their uses in econometrics (Q1918128) (← links)
- Applying estimated score tests in econometrics (Q1918129) (← links)
- A simple and efficient test for Zipf's law (Q1978519) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Robust density power divergence based tests in multivariate analysis: a comparative overview of different approaches (Q2062788) (← links)
- Computation and application of generalized linear mixed model derivatives using \textit{lme4} (Q2088938) (← links)
- Posterior-based Wald-type statistics for hypothesis testing (Q2155308) (← links)
- The perfect marriage and much more: combining dimension reduction, distance measures and covariance (Q2164274) (← links)
- Hypothesis testing based on a vector of statistics (Q2224888) (← links)
- The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (Q2227427) (← links)
- Mean comparison: manifest variable versus latent variable (Q2260959) (← links)
