Similar Search Results - EconBiz

Bayesian unit root inference in the Hamilton model

Hoek, Henk; Paap, Richard - 1994

Persistent link: https://www.econbiz.de/10000560205

Classical and Bayesian aspects of robust unit root inference

Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993

Persistent link: https://www.econbiz.de/10000151638

Comprehensive definitions of breakdown-points for independent and dependent observations

Genton, Marc G.; Lucas, André - 2000

We provide a new definition of breakdown in finite samples with an extension to asymptotic breakdown. Previous definitions center around defining a critical region for either the parameter or the objective function. If for a particular outlier constellation the critical region is entered,...

Persistent link: https://www.econbiz.de/10011303297

An expansion for the generalized Durbin-Watson and related statistics

Sneek, Kees - 1995

Persistent link: https://www.econbiz.de/10000925515

Computationally attractive stability tests for the efficient method of moments

Sluis, Pieter J. van der - 1997

Persistent link: https://www.econbiz.de/10000968763

Small-sample properties of estimators of nonlinear models of covariance structure

Clark, Todd E. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 367-372

Persistent link: https://www.econbiz.de/10001334390

GMM estimation of a stochastic volatility model : a Monte Carlo study

Andersen, Torben - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 328-352

Persistent link: https://www.econbiz.de/10001334392

Small-sample properties of GMM for business-cycle analysis

Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 309-327

Persistent link: https://www.econbiz.de/10001334393

Small-sample properties of GMM-based wald tests

Burnside, Craig - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 294-308

Persistent link: https://www.econbiz.de/10001334394

Almost sure convergence in extreme value theory

Cheng, Shihong; Peng, Liang; Qi, Yongcheng - 1995

Persistent link: https://www.econbiz.de/10000910423

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