nlmdl

nlmdl: Instructions for obtaining, A C++ implementation of statistical methods in A. Ronald Gallant’s, ”Nonlinear Statistical Models”. The program computes least squares estimates for a univariate nonlinear regression model and generalized least squares estimates for a multivariate nonlinear regression model. Use the SUR option for both. Other options can be set to correct variance estimates for heteroskedasticity and/or serial correlation. For simultaneous nonlinear systems, possibly in implicit form, it computes three-stage least-squares estimates, TSLS option, and for nonlinear dynamic systems, possibly in implicit form, generalized method-of-moments estimates, GMM option.


References in zbMATH (referenced in 107 articles , 1 standard article )

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  1. Bravo, Francesco: Semiparametric estimation with missing covariates (2015)
  2. Christou, Vasiliki; Fokianos, Konstantinos: Estimation and testing linearity for non-linear mixed Poisson autoregressions (2015)
  3. Dahlquist, Kam D.; Fitzpatrick, Ben G.; Camacho, Erika T.; Entzminger, Stephanie D.; Wanner, Nathan C.: Parameter estimation for gene regulatory networks from microarray data: cold shock response in \textitSaccharomycescerevisiae (2015)
  4. da Silva e Souza, Geraldo; Gomes, Eliane Gonçalves: Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach (2015)
  5. Döring, Maik; Jensen, Uwe: Smooth change point estimation in regression models with random design (2015)
  6. Vaidya, Naveen K.; Wahl, Lindi M.: Avian influenza dynamics under periodic environmental conditions (2015)
  7. Karami, Jamil Hasan; Wiens, Douglas P.: Robust static designs for approximately specified nonlinear regression models (2014)
  8. Aşıkgil, Barış; Erar, Aydın: Polynomial tapered two-stage least squares method in nonlinear regression (2013)
  9. Azzimonti, Laura; Ieva, Francesca; Paganoni, Anna Maria: Nonlinear nonparametric mixed-effects models for unsupervised classification (2013)
  10. Amaran, Satyajith; Sahinidis, Nikolaos V.: Global optimization of nonlinear least-squares problems by branch-and-bound and optimality constraints (2012)
  11. Banks, H. T.; Kenz, Zackary R.; Thompson, W. Clayton: An extension of RSS-based model comparison tests for weighted least squares (2012)
  12. Farnoosh, R.; Ghasemian, J.; Fard, O. Solaymani: Integrating ridge-type regularization in fuzzy nonlinear regression (2012)
  13. Klein, Martin; Neerchal, Nagaraj; Sinha, Bimal; Chiu, Weihsueh; White, Paul: Statistical inferences from serially correlated methylene chloride data (2012)
  14. Vetter, Mathias; Dette, Holger: Model checks for the volatility under microstructure noise (2012)
  15. Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil: Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (2011)
  16. Bücher, Axel; Dette, Holger; Wieczorek, Gabriele: Testing model assumptions in functional regression models (2011)
  17. Holly, Alberto; Monfort, Alain; Rockinger, Michael: Fourth order pseudo maximum likelihood methods (2011)
  18. Wang, Liqun; Hsiao, Cheng: Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (2011)
  19. Yu, Cindy L.; Li, Haitao; Wells, Martin T.: MCMC estimation of Lévy jump models using stock and option prices (2011)
  20. Landajo, Manuel; Presno, María José: Stationarity testing under nonlinear models. Some asymptotic results (2010)

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