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Random Coefficient Models for Time-Series—Cross-Section Data: Monte Carlo Experiments JOURNAL ARTICLE published 2007 in Political Analysis |
A Monte Carlo Study BOOK CHAPTER published 1982 in Random Coefficient Autoregressive Models: An Introduction |
Consistent estimation and order selection for nonstationary autoregressive processes with stable innovations JOURNAL ARTICLE published July 2008 in Journal of Time Series Analysis |
ESTIMATION OF AUTOREGRESSIVE MOVING‐AVERAGE MODELS VIA HIGH‐ORDER AUTOREGRESSIVE APPROXIMATIONS JOURNAL ARTICLE published May 1989 in Journal of Time Series Analysis |
Testing for structural change of AR model to threshold AR model JOURNAL ARTICLE published September 2011 in Journal of Time Series Analysis |
Estimation and Inference in Functional-Coefficient Spatial Autoregressive Panel Data Models with Fixed Effects JOURNAL ARTICLE published in SSRN Electronic Journal |
Estimation of accelerated failure time models with random effects DISSERTATION published |
Compressive spectral estimation for nonstationary random processes PROCEEDINGS ARTICLE published April 2009 in 2009 IEEE International Conference on Acoustics, Speech and Signal Processing |
Estimation for Partially Nonstationary Multivariate Autoregressive Models JOURNAL ARTICLE published September 1990 in Journal of the American Statistical Association |
Estimation and Inference for Varying-Coefficient Models With Nonstationary Regressors Using Penalized Splines JOURNAL ARTICLE published in SSRN Electronic Journal |
Maximum Likelihood Estimation and Unit Root Test for First Order Random Coefficient AutoRegressive Models JOURNAL ARTICLE published June 2010 in Journal of Statistical Theory and Practice |
Structure and estimation of a class of nonstationary yet nonexplosive GARCH models JOURNAL ARTICLE published September 2010 in Journal of Time Series Analysis |
A comparison of two least-squared random coefficient autoregressive models: with and without autocorrelated errors JOURNAL ARTICLE published 1 June 2013 in International Journal of Advanced Statistics and Probability |
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data JOURNAL ARTICLE published January 2017 in Journal of Multivariate Analysis Research funded by Research Council of Lithuania (MIP-063/2013) |
Random Coefficient Models REFERENCE ENTRY published in SpringerReference |
Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models JOURNAL ARTICLE published 3 August 2023 in Statistical Papers |
Limit Theorems for Logarithmic Averages of Random Vectors JOURNAL ARTICLE published January 1998 in Mathematische Nachrichten |
A link between random coefficient autoregressive models and some agent based models JOURNAL ARTICLE published May 2011 in Journal of Economic Interaction and Coordination |
Rate-optimal nonparametric estimation for random coefficient regression models JOURNAL ARTICLE published 1 November 2020 in Bernoulli |
Estimation and model adequacy checking for multivariate seasonal autoregressive time series models with periodically varying parameters JOURNAL ARTICLE published May 2009 in Statistica Neerlandica |