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Long memory analysis
Teyssière, Gilles - 2000
Persistent link: https://www.econbiz.de/10001508112
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Das Rasch-Modell : eine verständliche Einführung für Studium und Praxis
Strobl, Carolin - 2012 - 2., erw. Aufl.
Persistent link: https://www.econbiz.de/10010350713
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Schätz- und Testprozeduren für das verallgemeinerte Regressionsmodell
Claus, Thorsten - 1991 - (Vorläufige Fassung)
Persistent link: https://www.econbiz.de/10000664650
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ANOVA with Summary Statistics : A Stata Macro
Butt, Nadeem Shafique - 2011
Almost all available statistical packages are capable of performing Analysis of Variance (ANOVA) from raw data. Some of statistical packages have capability to perform independent sample t-test, and some other tests of significance on summary data, but seldom would you come across a software...
Persistent link: https://www.econbiz.de/10013125051
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npbr : a package for nonparametric boundary regression in R
Daouia, Abdelaati; Laurent, Thibault; Noh, Hohsuk - 2015
Persistent link: https://www.econbiz.de/10011302331
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Impact estimates for static spatial panel data models in R
Piras, Gianfranco - In: Letters in spatial and resource sciences : LSRS 7 (2014) 3, pp. 213-223
Persistent link: https://www.econbiz.de/10010428153
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Various versatile variances : an object-oriented implementation of clustered covariances in R
Berger, Susanne; Graham, Nathaniel; Zeileis, Achim - 2017
limited responses). In R, functions for covariances in clustered or panel models have been somewhat scattered or available …
Persistent link: https://www.econbiz.de/10011697332
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A fast algorithm for the computation of HAC covariance matrix estimators
Heberle, Jochen; Sattarhoff, Cristina - In: Econometrics : open access journal 5 (2017) 1, pp. 1-16
as code for a reference implementation in R. …
Persistent link: https://www.econbiz.de/10011653828
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Development of stock market trend prediction system using multiple regression
Asghar, Muhammad Zubair; Rahman, Fazal; Kundi, Fazal Masud - In: Computational and mathematical organization theory 25 (2019) 3, pp. 271-301
Persistent link: https://www.econbiz.de/10012098937
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Pdynmc - an R-package for estimating linear dynamic panel data models based on linear and nonlinear moment conditions
Fritsch, Markus; Pua, Andrew Adrian Yu; Schnurbus, Joachim - 2019
pdynmc is an R-package for GMM estimation of linear dynamic panel data models that are based on linear and nonlinear …
Persistent link: https://www.econbiz.de/10012104784