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How to bootstrap DEA estimators : a Monte Carlo comparison
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000981183
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Maximum likelihood estimation of the multivariate fractional cointegration model
Lyhagen, Johan - 1998
Persistent link: https://www.econbiz.de/10000984648
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A Monte Carlo analysis of technical inefficiency predictors
Kumbhakar, Subal; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984768
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000991637
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On seasonality and cointegration
Löf, Mårten - 2001
Persistent link: https://www.econbiz.de/10001582796
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A numerical analysis of the evolutionary stability of learning rules
Josephson, Jens (contributor) - 2001 - [Elektronische Ressource]
; Evolutionary game theory ; Evolutionary Stability ; Learning in games ; Belief learning ; Reinforcement learning …
Persistent link: https://www.econbiz.de/10001622441
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A method to generate multivariate data with moments arbitrary close to the desired moments
Lyhagen, Johan (contributor) - 2001 - [Elektronische Ressource]
We show how it is possible to generate multivariate data which have moments arbitrary close to the desired ones. They are generated as linear combinations of variables with known theoretical moments. It is shown how to derive the weights of the linear combinations in both the univariate and the...
Persistent link: https://www.econbiz.de/10001629177
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Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed
He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005
analysis is concentrated on the case where the time dimension is fixed and the cross section dimension tends to infinity. Under …, has an asymptotic normal distribution whose first two moments are calculated analytically. To complete the analysis …
Persistent link: https://www.econbiz.de/10002577852
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Pricing corporate debt
Reneby, Joel - 1998
Persistent link: https://www.econbiz.de/10000984252
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A framework for valuing corporate securities
Ericsson, Jan; Reneby, Joel - 1995
Persistent link: https://www.econbiz.de/10000928598