References in zbMATH (referenced in 37 articles , 1 standard article )

Showing results 1 to 20 of 37.
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  1. Sachs, M. C.; Gabriel, E. E.: Event History Regression with Pseudo-Observations: Computational Approaches and an Implementation in R (2022) not zbMATH
  2. Vincent Arel-Bundock: modelsummary: Data and Model Summaries in R (2022) not zbMATH
  3. Vinod, Hrishikesh D.: Hands-on intermediate econometrics using R. Templates for learning quantitative methods and R software (2022)
  4. Diogo Ferrari, John Jackson: CESER: An R Package to Compute Cluster Estimated Standard Errors (2021) not zbMATH
  5. Achim Zeileis, Susanne Köll, Nathaniel Graham: Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R (2020) not zbMATH
  6. Bradley C. Saul, Michael G. Hudgens: The Calculus of M-Estimation in R with geex (2020) not zbMATH
  7. Queiroz, Francisco F.; Lemonte, Artur J.: On hypothesis testing inference in location-scale models under model misspecification (2020)
  8. Ritz, Christian; Jensen, Signe Marie; Gerhard, Daniel; Streibig, Jens Carl: Dose-response analysis using R (2020)
  9. Horváth, Lajos; Rice, Gregory: Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (2019)
  10. Hwang, Wen-Han; Heinze, Dean; Stoklosa, Jakub: A weighted partial likelihood approach for zero-truncated models (2019)
  11. Brown, Jonathon D.: Advanced statistics for the behavioral sciences. A computational approach with R (2018)
  12. de Andrade, Bernardo Borba; Andrade, Joanlise Marco de Leon: Some results for maximum likelihood estimation of adjusted relative risks (2018)
  13. Stübinger, Johannes; Endres, Sylvia: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data (2018)
  14. Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
  15. Ting Wang, Edgar C. Merkle: merDeriv: Derivative Computations for Linear Mixed Effects Models with Application to Robust Standard Errors (2018) not zbMATH
  16. Giovanni Millo: Robust Standard Error Estimators for Panel Models: A Unifying Approach (2017) not zbMATH
  17. Hasler, Mario: Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation (2016)
  18. Magis, David: Efficient standard error formulas of ability estimators with dichotomous item response models (2016)
  19. Wozabal, David; Graf, Christoph; Hirschmann, David: The effect of intermittent renewables on the electricity price variance (2016)
  20. Merkle, Edgar C.; Fan, Jinyan; Zeileis, Achim: Testing for measurement invariance with respect to an ordinal variable (2014)

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