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 116 articles , 1 standard article )

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  1. Magnussen, S.; Frazer, G.; Penner, M.: Alternative mean-squared error estimators for synthetic estimators of domain means (2016)
  2. Bravo, Francesco: Semiparametric estimation with missing covariates (2015)
  3. Christou, Vasiliki; Fokianos, Konstantinos: Estimation and testing linearity for non-linear mixed Poisson autoregressions (2015)
  4. 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)
  5. da Silva e Souza, Geraldo; Gomes, Eliane Gonçalves: Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach (2015)
  6. Döring, Maik; Jensen, Uwe: Smooth change point estimation in regression models with random design (2015)
  7. Vaidya, Naveen K.; Wahl, Lindi M.: Avian influenza dynamics under periodic environmental conditions (2015)
  8. Karami, Jamil Hasan; Wiens, Douglas P.: Robust static designs for approximately specified nonlinear regression models (2014)
  9. Aşıkgil, Barış; Erar, Aydın: Polynomial tapered two-stage least squares method in nonlinear regression (2013)
  10. Azzimonti, Laura; Ieva, Francesca; Paganoni, Anna Maria: Nonlinear nonparametric mixed-effects models for unsupervised classification (2013)
  11. Banks, H. T.; Kapraun, D. F.; Thompson, W. Clayton; Peligero, Cristina; Argilaguet, Jordi; Meyerhans, Andreas: A novel statistical analysis and interpretation of flow cytometry data (2013)
  12. Gospodinov, Nikolay; Kan, Raymond; Robotti, Cesare: Chi-squared tests for evaluation and comparison of asset pricing models (2013)
  13. Amaran, Satyajith; Sahinidis, Nikolaos V.: Global optimization of nonlinear least-squares problems by branch-and-bound and optimality constraints (2012)
  14. Banks, H. T.; Kenz, Zackary R.; Thompson, W. Clayton: An extension of RSS-based model comparison tests for weighted least squares (2012)
  15. Farnoosh, R.; Ghasemian, J.; Fard, O. Solaymani: Integrating ridge-type regularization in fuzzy nonlinear regression (2012)
  16. Klein, Martin; Neerchal, Nagaraj; Sinha, Bimal; Chiu, Weihsueh; White, Paul: Statistical inferences from serially correlated methylene chloride data (2012)
  17. Vetter, Mathias; Dette, Holger: Model checks for the volatility under microstructure noise (2012)
  18. 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)
  19. Bücher, Axel; Dette, Holger; Wieczorek, Gabriele: Testing model assumptions in functional regression models (2011)
  20. Holly, Alberto; Monfort, Alain; Rockinger, Michael: Fourth order pseudo maximum likelihood methods (2011)

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