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Power comparisons of tests of linear and loglinear regression models
Kobayashi, Masahito - 1995
Persistent link: https://www.econbiz.de/10000909006
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The significance of empirical tourism models
Ong, Christine - 1995
Persistent link: https://www.econbiz.de/10000909007
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Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
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Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment
Clements, Nancy; Heckman, James J.; Smith, Jeffrey A. - 1994
Persistent link: https://www.econbiz.de/10000884776
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Tail index and quantile estimation with very high frequency data
Daníelsson, Jón; Vries, Casper G. de - 1996
Persistent link: https://www.econbiz.de/10000937915
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Outlier robust analysis of market share and distribution relations for weekly scanning data
Franses, Philip Hans; Kloek, Teunis; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000945730
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451
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Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980742
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Econometric mixture models and more general models for unobservables in duration analysis
Heckman, James J.; Taber, Christopher - 1994
Persistent link: https://www.econbiz.de/10000913801
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Cointegration testing using pseudo likelihood ratio tests
Lucas, André - 1995
Persistent link: https://www.econbiz.de/10000918273