- Bellhouse, 1978. Marginal likelihood methods for distributed lag models. In: Statistische Hefte, (19), 2
Paper not yet in RePEc: Add citation now
Chan, 2001. Heteroscedastic regression models and applications to off-line quality control. In: Scandinavian Journal of Statistics, (28), 445
Conniffe, 1988. Obtaining expected maximum log likelihood estimators. In: The Statistician, (37), 441
- Desmond, 1997. Optimal estimating functions, quasi-likelihood and statistical modelling. In: Journal of Statistical Planning and Inference, (60), 77
Paper not yet in RePEc: Add citation now
- Durbin, 1951. Testing for serial correlation in least squares regression II. In: Biometrika, (38), 159
Paper not yet in RePEc: Add citation now
- Godambe, 1960. An optimum property of regular maximum likelihood estimation. In: Annals of Mathematical Statistics, (31), 1208
Paper not yet in RePEc: Add citation now
- Godambe, 1974. Estimating equations in the presence of a nuisance parameter. In: The Annals of Statistics, (2), 568
Paper not yet in RePEc: Add citation now
Inder, 1986. An approximation to the null distribution of the Durbin-Watson statistic in models containing lagged dependent variables. In: Econometric Theory, (2), 413
- Kalbfleisch, 1970. Application of likelihood methods to models involving large numbers of parameters. In: Journal of the Royal Statistical Society B, (32), 175
Paper not yet in RePEc: Add citation now
- King, 1980. Robust tests for spherical symmetry and their applications to least squares regression. In: The Annals of Statistics, (8), 1265
Paper not yet in RePEc: Add citation now
- King, 1996. Hypothesis testing in the presence of nuisance parameters. In: Journal of Statistical Planning and Inference, (50), 103
Paper not yet in RePEc: Add citation now
- Kuk, 1995. Asymptotically unbiased estimation in generalized linear models with random effects. In: Journal of the Royal Statistical Society B, (57), 395
Paper not yet in RePEc: Add citation now
- Laskar, 1998. Estimation and testing of regression disturbances based on modified likelihood functions. In: Journal of Statistical Planning and Inference, (71), 75
Paper not yet in RePEc: Add citation now
- Laskar, 2001. Data analysis from statistical foundations
Paper not yet in RePEc: Add citation now
- Lieberman, 1994. A Laplace approximation to the moments of a ratio of quadratic forms. In: Biometrika, (81), 681
Paper not yet in RePEc: Add citation now
- Mak, 1993. Solving non-linear estimation equations. In: Journal of the Royal Statistical Society B, (55), 945
Paper not yet in RePEc: Add citation now
- Mak, 1995. Regression models with incidental parameters. In: Journal of the Royal Statistical Society B, (57), 453
Paper not yet in RePEc: Add citation now
Mak, 1997. Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares. In: Journal of Computational Statistics and Data Analysis, (24), 169
- Mak, 2002. Modeling and estimating variances in regression. In: Communications in Statistics-Theory and Methods, (31), 351
Paper not yet in RePEc: Add citation now
Nankervis, 1985. Testing the autoregressive parameter with the t-statistic. In: Journal of Econometrics, (27), 143
- Paik, 1996. Quasi-likelihood regression models with missing covariates. In: Biometrika, (83), 825
Paper not yet in RePEc: Add citation now
- Rahman, 1998. Marginal likelihood score bases tests of regression disturbances in the presence of nuisance parameters. In: Journal of Econometrics, (82), 81
Paper not yet in RePEc: Add citation now
Smith, 1989. On the expectation of quadratic forms in normal variables. In: Journal of Multivariate Analysis, (31), 244
- Tsai, 1994. A note on Jorgensen's iteratively defined statistics. In: Biometrika, (81), 781
Paper not yet in RePEc: Add citation now
- Tunnicliffe Wilson, 1989. On the use of marginal likelihood in time series model estimation. In: Journal of the Royal Statistical Society B, (51), 15
Paper not yet in RePEc: Add citation now
Vrontos, 2003. A full-factor multivariate GARCH model. In: Econometrics Journal, (6), 311