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Estimation of firm-specific technological bias, technical change and total fctor productivity growth : a dual approach
Kumbhakar, Subal; Nakamura, Shinichiro; Heshmati, Almas - In: Econometric reviews 19 (2000) 4, pp. 493-515
Persistent link: https://www.econbiz.de/10001521439
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Equilibrium Selection in Cheap Talk Games: ACDC rocks when Other Criteria remain silent
de Groot Ruiz, Adrian; Offerman, Theo; Onderstal, Sander - 2011
the size of credible deviations. In our experiment, we find support for the relevance of credible deviations. In addition … experiments. …
Persistent link: https://www.econbiz.de/10010325937
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What can the Big Five Personality Factors contribute to explain Small-Scale Economic Behavior?
Muller, Julia; Schwieren, Christiane - 2012
favor and against this assumption and test in our own experiment, whether and which personality factors are useful in … understand what to expect from the inclusion of personality variables in their models and experiments, and where further research …
Persistent link: https://www.econbiz.de/10010326411
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Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel; Kilian, Lutz - In: Econometric reviews 21 (2002) 4, pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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The impact of integrated measurement errors on modeling long-run macroeconomic time series
Duffy, James A.; Hendry, David F. - In: Econometric reviews 36 (2017) 6/9, pp. 568-587
Persistent link: https://www.econbiz.de/10011795283
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Multivariate local polynomial kernel estimators : leading bias and asymptotic distribution
Gu, Jingping; Li, Qi; Yang, Jui-Chung - In: Econometric reviews 34 (2015) 6/10, pp. 979-1010
Persistent link: https://www.econbiz.de/10011483447
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Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Shintani, Mototsugu; Guo, Zi-Yi - In: Econometric reviews 37 (2018) 1/5, pp. 360-379
Persistent link: https://www.econbiz.de/10012039266
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Bias-corrected realized variance
Yeh, Jin-huei; Wang, Jying-Nan - In: Econometric reviews 38 (2019) 2, pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
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Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino - In: Econometric reviews 38 (2019) 3, pp. 332-349
Persistent link: https://www.econbiz.de/10012181296