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~subject:"Bootstrap approach"
~subject:"Panel"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
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Search: subject:"Monte Carlo method"
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Bootstrap approach
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212
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86
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27
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27
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Journal of applied econometrics
4
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
3
Essays in nonlinear time series econometrics
2
Nonstationary panels, panel cointegration, and dynamic panels
2
Data envelopment analysis and its applications to management
1
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1
Recent advances in estimating nonlinear models : with applications in economics and finance
1
The VaR implementation handbook
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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A reassessment of the finance & growth nexus using Monte Carlo evidence
Franz, Thorsten
- In:
Essays on empirical macro-finance
,
(pp. 86-123)
.
2018
Persistent link: https://www.econbiz.de/10012169601
Saved in:
2
Identification of spatial durbin panel models
Lee, Lung-fei
;
Yu, Jihai
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 133-162
Persistent link: https://www.econbiz.de/10011642121
Saved in:
3
Panel data models with grouped factor structure under unknown group membership
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 163-191
Persistent link: https://www.econbiz.de/10011642138
Saved in:
4
Directed tests of no cross-sectional correlation in large-N panel data models
Demetrescu, Matei
;
Homm, Ulrich-Michael
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 4-31
Persistent link: https://www.econbiz.de/10011642081
Saved in:
5
Estimation of dynamic panel data models with cross-sectional dependence : using cluster dependence for efficiency
Verdier, Valentin
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 85-105
Persistent link: https://www.econbiz.de/10011642107
Saved in:
6
Linearity testing for trending data with an application of the wild bootstrap
Kruse, Robinson
;
Sandberg, Rickard
- In:
Essays in nonlinear time series econometrics
,
(pp. 57-89)
.
2014
Persistent link: https://www.econbiz.de/10010385314
Saved in:
7
Consistent testing of functional form in time series models
Davidson, James E. H.
;
Halunga, Andreea G.
- In:
Essays in nonlinear time series econometrics
,
(pp. 28-56)
.
2014
Persistent link: https://www.econbiz.de/10010385315
Saved in:
8
Testing for a Markov-switching mean in serially correlated data
Morley, James C.
;
Rabah, Zohra
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 85-97)
.
2014
Persistent link: https://www.econbiz.de/10011406761
Saved in:
9
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
10
Data sampling for large datasets, using a DEA-neural network approach, generalising with bootstrap methods
Athanasios, Valiakos
- In:
Data envelopment analysis and its applications to management
,
(pp. 51-67)
.
2012
Persistent link: https://www.econbiz.de/10009752395
Saved in:
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