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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Monte Carlo simulation"
~isPartOf:"The econometrics journal"
~person:"Carrasco, Marine"
~person:"Fiebig, Denzil G."
~subject:"Heteroskedastizität"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Monte Carlo simulation
Heteroskedastizität
Monte-Carlo-Simulation
Estimation theory
2
Heteroscedasticity
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Schätztheorie
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Bayes-Statistik
1
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Estimation
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IV-Schätzung
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Probit model
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Carrasco, Marine
Fiebig, Denzil G.
Sun, Yixiao
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Zhang, Zhengyu
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Série des documents de travail / Centre de Recherche en Économie et Statistique
The econometrics journal
Journal of econometrics
1
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ECONIS (ZBW)
2
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Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV
Carrasco, Marine
;
Doukali, Mohamed
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 71-97
Persistent link: https://www.econbiz.de/10012878896
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2
Bayesian estimation of a random effects heteroscedastic probit model
Gu, Yuanyuan
;
Fiebig, Denzil G.
;
Cripps, Edward
;
Kohn, …
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 324-339
Persistent link: https://www.econbiz.de/10003875768
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