Uniformly distributed first-order autoregressive time series models and multiplicative congruential random number generators

JOURNAL ARTICLE published December 1992 in Journal of Applied Probability

Authors: A. J. Lawrance

Uniformly distributed first-order autoregressive time series models and multiplicative congruential random number generators

JOURNAL ARTICLE published December 1992 in Journal of Applied Probability

Authors: A. J. Lawrance

Limit theory for random coefficient first-order autoregressive process under martingale difference error sequence

JOURNAL ARTICLE published February 2011 in Journal of Computational and Applied Mathematics

Research funded by National Natural Science Foundation of China (10971081,11001105,11071126,10926156,11071269,J0730101) | Research Fund for the Doctoral Program of Higher Education (20070183023) | Program for New Century Excellent Talents in University (200810024,200903278)

Authors: Zhi-Wen Zhao | De-Hui Wang | Yong Zhang

Modification of autoregressive fractionally integrated moving average models for the estimation of persistence

JOURNAL ARTICLE published January 2000 in Journal of Applied Statistics

Authors: Erhard Reschenhofer

International R&D spillovers and economic performance of firms: an empirical study using random coefficient models

JOURNAL ARTICLE published March 2009 in Applied Economics

Authors: Syoum Negassi

Comparing smooth transition and Markov switching autoregressive models of US unemployment

JOURNAL ARTICLE published June 2008 in Journal of Applied Econometrics

Authors: Philippe J. Deschamps

Empirical likelihood-based inference in generalized random coefficient autoregressive model with conditional moment restrictions

JOURNAL ARTICLE published March 2019 in Journal of Computational and Applied Mathematics

Research funded by National Natural Science Foundation of China (11571138,11671054) | The national social science fund of China (16BTJ020)

Authors: Zhi-Wen Zhao | Yang Li | Cui-Xin Peng | Zhi-Hui Fu

Random Coefficient Models

BOOK CHAPTER published in Advanced Studies in Theoretical and Applied Econometrics

Authors: Cheng Hsiao | M. Hashem Pesaran

Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity

JOURNAL ARTICLE published 28 March 2024 in Journal of Applied Econometrics

Authors: Michael Bates | Seolah Kim

Asymptotic Properties of the M-estimation for an AR(1) Process with a General Autoregressive Coefficient

JOURNAL ARTICLE published March 2023 in Methodology and Computing in Applied Probability

Research funded by National Natural Science Foundation of China (11701005) | National Social Science Foundation of China (22BTJ020) | China Postdoctoral Science Foundation (2019M662146)

Authors: Xinghui Wang | Wenjing Geng | Ruidong Han | Qifa Xu

Much ado about nothing: conditional logit vs. random coefficient models for estimating labour supply elasticities

JOURNAL ARTICLE published 15 March 2006 in Applied Economics Letters

Authors: Peter Haan

Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering

JOURNAL ARTICLE published 1980 in Applied Statistics

Authors: G. Gardner | A. C. Harvey | G. D. A. Phillips

Three-stage recursive least squares parameter estimation for controlled autoregressive autoregressive systems

JOURNAL ARTICLE published July 2013 in Applied Mathematical Modelling

Authors: Shijun Wang | Rui Ding

Vector autoregressive (VAR) models

BOOK CHAPTER published 8 March 2019 in Applied Econometrics

Authors: Chung-ki Min

Using Random Coefficient Linear Models for the Analysis of Hierarchically Nested Data

BOOK CHAPTER published 2000 in Handbook of Applied Multivariate Statistics and Mathematical Modeling

Authors: Ita G.G. Kreft

Nonparametric estimation of varying-coefficient single-index models

JOURNAL ARTICLE published February 2015 in Journal of Applied Statistics

Authors: Young-Ju Kim

Average treatment effects for stayers with correlated random coefficient models of panel data

JOURNAL ARTICLE published November 2020 in Journal of Applied Econometrics

Authors: Valentin Verdier

Selection of terms in random coefficient regression models

JOURNAL ARTICLE published 25 January 2018 in Journal of Applied Statistics

Research funded by Conselho Nacional de Desenvolvimento Científico e Tecnológico (3304126/2015-2) | Fundação de Amparo à Pesquisa do Estado de São Paulo (2013/21728-2)

Authors: Francisco M. M. Rocha | Julio M. Singer

Semilinear damped wave equation in locally uniform spaces

JOURNAL ARTICLE published 2017 in Communications on Pure & Applied Analysis

Authors: Martin Michálek | ,Institute of Mathematics of the Czech Academy of Sciences, Prague, Žitná 25,115 67 Praha 1, Czech Republic | Dalibor Pražák | Jakub Slavík | ,Department of Mathematical Analysis, Charles University, Prague, Sokolovská 83,186 75 Praha 8, Czech Republic

Estimation of coefficient of variation in a weighted inverse Gaussian model

JOURNAL ARTICLE published December 1996 in Applied Stochastic Models and Data Analysis

Authors: Ramesh C. Gupta | Olcay Akman