Catalog

documents directory

- Murdoch Research Repository

- Murdoch Research Repository

statistics

statistics

How to Adjust for Nonignorable Nonresponse: Calibration, Heckit or FIML? Working Paper 2007:22

How to Adjust for Nonignorable Nonresponse: Calibration, Heckit or FIML? Working Paper 2007:22

statistics

Computation of Stochastic Nash Equilibrium via Variable Sample Distributed Methods

Computation of Stochastic Nash Equilibrium via Variable Sample Distributed Methods

statistics

Commuters` Preferences for Fast and Reliable Travel

Commuters` Preferences for Fast and Reliable Travel

statistics

CHAPTER 4 SOCIO-ECONOMIC PROFILE OF THE SAMPLE WORKERS

statistics

Calendar variation model based on ARIMAX for forecasting

Calendar variation model based on ARIMAX for forecasting

statistics

ECO 2901S Industrial Organization II Spring 2008. Victor Aguirregabiria SAMPLE OF EXERCISES

ECO 2901S Industrial Organization II Spring 2008. Victor Aguirregabiria SAMPLE OF EXERCISES

statistics

as a PDF - Evzen Kocenda

as a PDF - Evzen Kocenda

statistics

A Simultaneous Model forDemographics, Economy and

A Simultaneous Model forDemographics, Economy and

statistics

Syllabus - Gerald R. Ford School of Public Policy

Syllabus - Gerald R. Ford School of Public Policy

statistics

Speaker diarization of spontaneous meeting room conversations

Speaker diarization of spontaneous meeting room conversations

statistics

Type I and Type II Error Under Random

Type I and Type II Error Under Random

statistics

Introduction to the EGRET package

Introduction to the EGRET package

statistics

International Journal of Research (IJR)

International Journal of Research (IJR)

statistics

SMALL SAMPLE PERFORMANCE OF INSTRUMENTAL VARIABLES PROBIT ESTIMATORS: A MONTE CARLO INVESTIGATION

SMALL SAMPLE PERFORMANCE OF INSTRUMENTAL VARIABLES PROBIT ESTIMATORS: A MONTE CARLO INVESTIGATION

statistics

Markovian processes, two-sided autoregressions and finite-sample inference

Markovian processes, two-sided autoregressions and finite-sample inference

statistics

Limit theory for the largest eigenvalues of sample covariance matrices... heavy-tails ffel Richard A. Davis

Limit theory for the largest eigenvalues of sample covariance matrices... heavy-tails ffel Richard A. Davis

statistics

Practical small sample inference for single lag subset autoregressive models

Practical small sample inference for single lag subset autoregressive models

statistics

Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a

Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a

statistics

PCA-Based Out-of-Sample Extension for Dimensionality Reduction Yariv Aizenbud Amit Bermanis

PCA-Based Out-of-Sample Extension for Dimensionality Reduction Yariv Aizenbud Amit Bermanis

statistics

83
84
85
86
87
88
89
90
91

© Copyright 2025