Statistics with Estimated Parameters

Zhenlin Yang, Yiu Kuen Tse, Zhidong Bai

Type: Article

Publication Date: 2007-01-01

Citations: 3

Locations

Statistica Sinica - View

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Works That Cite This (2)

Action	Title	Year	Authors
+	Asymptotic Variance of Test Statistics in the ML and QML Frameworks	2020	Anil K. Bera Osman Doğan Süleyman Taşpınar
+	A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression	2007	Zhenlin Yang Yiu‐Kuen Tse

Works Cited by This (10)

Action	Title	Year	Authors
+	Rao's score, Neyman's C(α) and Silvey's LM tests: an essay on historical developments and some new results	2001	Anil K. Bera Yannis Bilias
+	A Corrected Plug-in Method for Quantile Interval Construction Through a Transformed Regression	2007	Zhenlin Yang Yiu‐Kuen Tse
+	Some Modified Versions of Durbin's h-Statistic	1985	Ying Kei Tse
+	Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables	1970	J. Durbin
+	Residual‐based diagnostics for conditional heteroscedasticity models	2002	Yiu‐Kuen Tse
+	An Analysis of Transformations Revisited	1981	Peter J. Bickel Kjell A. Doksum
+	Analytically calibrated Box–Cox percentile limits for duration and event-time models	2004	Zhenlin Yang Albert K. Tsui
+	Transformation and Weighting in Regression.	1990	Peter A. Lachenbruch Raymond J. Carroll David Ruppert
+ PDF Chat	The Asymptotic Effect of Substituting Estimators for Parameters in Certain Types of Statistics	1982	Donald A. Pierce
+	Estimation and Inference in Econometrics.	1994	Andrew Levin Russell Davidson James G. MacKinnon