16 Varying coefficient regression
暂无分享,去创建一个
[1] G. Chow,et al. Chapter 21 Random and changing coefficient models , 1984 .
[2] Thomas J. Rothenberg,et al. Approximating the distributions of econometric estimators and test statistics , 1984 .
[3] Adrian Pagan,et al. Heteroscedasticity in Models with Lagged Dependent Variables , 1983 .
[4] D. B. Preston. Spectral Analysis and Time Series , 1983 .
[5] E. J. Hannan,et al. THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1 , 1983 .
[6] Adrian Pagan,et al. Diagnostic tests as residual analysis , 1983 .
[7] H. White,et al. Misspecified models with dependent observations , 1982 .
[8] B. G. Quinn,et al. Random Coefficient Autoregressive Models: An Introduction , 1982 .
[9] R. Engle. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation , 1982 .
[10] H. Tsurumi,et al. A bayesian analysis of a random coefficient model in a simple keynesian system , 1982 .
[11] C. Gouriéroux,et al. Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters , 1982 .
[12] P. Tinsley,et al. An autopsy of a conventional macroeconomic relation: the case of money demand , 1982 .
[13] A. Harvey. Time series models , 1983 .
[14] R. Engle,et al. A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates , 1981 .
[15] B. G. Quinn,et al. Multiple autoregressive models with random coefficients , 1981 .
[16] Aman Ullah,et al. Econometrics: A Varying Coefficients Approach , 1981 .
[17] Adrian Pagan,et al. Some identification and estimation results for regression models with stochastically varying coefficients , 1980 .
[18] H. White. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity , 1980 .
[19] N. S. Revankar,et al. Analysis of Regressions Containing Serially Correlated and Serially Uncorrelated Error Components , 1980 .
[20] Adrian Pagan,et al. The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics , 1980 .
[21] T. Breurch,et al. A simple test for heteroscedasticity and random coefficient variation (econometrica vol 47 , 1979 .
[22] G. Reinsel. A Note on the Estimation of the Adaptive Regression Model , 1979 .
[23] S. R. Searle,et al. Vec and vech operators for matrices, with some uses in jacobians and multivariate statistics , 1979 .
[24] Arthur Havenner,et al. A random coefficient approach to seasonal adjustment of economic time series , 1981 .
[25] C. Granger,et al. An introduction to bilinear time series models , 1979 .
[26] Lynn Roy LaMotte,et al. An Exact Test for the Presence of Random Walk Coefficients in a Linear Regression Model , 1978 .
[27] Leslie Godfrey,et al. Testing for multiplicative heteroskedasticity , 1978 .
[28] G. Box,et al. On a measure of lack of fit in time series models , 1978 .
[29] Takeshi Amemiya,et al. A note on a heteroscedastic model , 1977 .
[30] D. Rubin,et al. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper , 1977 .
[31] R. Davies. Hypothesis testing when a nuisance parameter is present only under the alternative , 1977 .
[32] M. Degroot,et al. Probability and Statistics , 1977 .
[33] Kenneth D. Garbade,et al. Two Methods for Examining the Stability of Regression Coefficients , 1977 .
[34] P. Robinson,et al. The estimation of a nonlinear moving average model , 1977 .
[35] Peter A. Tinsley,et al. Linear prediction and estimation methods for regression models with stationary stochastic coefficients , 1980 .
[36] M. Crowder. Maximum Likelihood Estimation for Dependent Observations , 1976 .
[37] A. Harvey. Estimating Regression Models with Multiplicative Heteroscedasticity , 1976 .
[38] Jiří Anděl,et al. Autoregressive series with random parameters , 1976 .
[39] Edward C. Prescott,et al. Estimation in the Presence of Stochastic Parameter Variation , 1976 .
[40] Bronwyn H Hall,et al. Estimation and Inference in Nonlinear Structural Models , 1974 .
[41] D. Chant,et al. On asymptotic tests of composite hypotheses in nonstandard conditions , 1974 .
[42] Harry H. Kelejian,et al. Random Parameters in a Simultaneous Equation Framework: Identification and Estimation , 1974 .
[43] M. Pagano. Estimation of Models of Autoregressive Signal Plus White Noise , 1974 .
[44] T. Amemiya. Regression Analysis When the Variance of the Dependent Variable Is Proportional to the Square of Its Expectation , 1973 .
[45] A. Pagan. Efficient estimation of models with composite disturbance terms , 1973 .
[46] G. T. Wilson. The Estimation of Parameters in Multivariate Time Series Models , 1973 .
[47] Edward C. Prescott,et al. An Adaptive Regression Model , 1973 .
[48] Brian D. O. Anderson,et al. Design of Kalman filters using signal-model output statistics , 1973 .
[49] P. A. P. Moran,et al. Maximum-likelihood estimation in non-standard conditions , 1971, Mathematical Proceedings of the Cambridge Philosophical Society.
[50] T. Rothenberg. Identification in Parametric Models , 1971 .
[51] P. A. V. B. Swamy,et al. Statistical Inference in Random Coefficient Regression Models , 1971 .
[52] Michael D. Geurts,et al. Time Series Analysis: Forecasting and Control , 1977 .
[53] G. Box,et al. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models , 1970 .
[54] James Durbin,et al. Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables , 1970 .
[55] E. J. Hannan,et al. The Seasonal Adjustment of Economic Time Series , 1970 .
[56] G. Wilson. Factorization of the Covariance Generating Function of a Pure Moving Average Process , 1969 .
[57] C. Hildreth,et al. Some Estimators for a Linear Model With Random Coefficients , 1968 .
[58] Fred C. Schweppe,et al. Evaluation of likelihood functions for Gaussian signals , 1965, IEEE Trans. Inf. Theory.
[59] T. Rothenberg,et al. Efficient Estimation of Simultaneous Equation Systems , 1964 .
[60] J. Imhof. Computing the distribution of quadratic forms in normal variables , 1961 .
[61] P. Billingsley,et al. The Lindeberg-Lévy theorem for martingales , 1961 .
[62] S. D. Silvey,et al. The Lagrangian Multiplier Test , 1959 .
[63] J. Sargan. THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES , 1958 .
[64] P. Whittle,et al. Estimation and information in stationary time series , 1953 .
[65] Maurice G. Kendall,et al. The Analysis of Economic Time‐Series—Part I: Prices , 1953 .
[66] T. Koopmans. Statistical inference in dynamic economic models , 1951 .
[67] Calyampudi R. Rao. Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation , 1948, Mathematical Proceedings of the Cambridge Philosophical Society.