The following pages link to (Q3702356):
Displaying 24 items.
- A note on Bartlett correction factor for tests on cointegrating relations (Q273759) (← links)
- Efficient high-dimensional importance sampling (Q289225) (← links)
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Likelihood and other approaches to prediction in dynamic models (Q1105969) (← links)
- On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
- A reply to Professors Maasoumi and Phillips (Q1173370) (← links)
- Gross substitutability and the weak axiom of revealed preference (Q1184841) (← links)
- Testing exclusion restrictions for a misspecified Tobit model (Q1189355) (← links)
- A note on forecasting in co-integrated systems (Q1203716) (← links)
- Monte Carlo response surfaces: A comparative approach (Q1345574) (← links)
- Teaching size and power properties of hypothesis tests through simulations (Q1669830) (← links)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
- Specification testing in Markov-switching time-series models (Q1906290) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures (Q1906295) (← links)
- Unit root econometrics and economic nonlinearities (Q1909373) (← links)
- A Monte Carlo study of old and new frontier methods for efficiency measurement (Q1926923) (← links)
- Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples (Q2255852) (← links)
- (Q2970365) (← links)
- Computer automation of general-to-specific model selection procedures (Q5940860) (← links)
- Quantum Monte Carlo for economics: stress testing and macroeconomic deep learning (Q6094454) (← links)
