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Marginal likelihood estimation with the cross-entropy method
Chan, Joshua; Eisenstat, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 256-285
Persistent link: https://www.econbiz.de/10011373293
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The effective sample size
Berger, James O.; Bayarri, M. J.; Pericchi, Luis R. - In: Econometric reviews 33 (2014) 1/4, pp. 197-217
Persistent link: https://www.econbiz.de/10010358312
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A simple data-driven estimator for the semiparametric sample selection model
Escanciano, Juan Carlos; Zhu, Lin - In: Econometric reviews 34 (2015) 6/10, pp. 734-762
Persistent link: https://www.econbiz.de/10011483385
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Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik - In: Econometric reviews 27 (2008) 4/6, pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
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A composite generalized cross-entropy formulation in small samples estimation
Bernardini Papalia, Rosa - In: Econometric reviews 27 (2008) 4/6, pp. 596-609
Persistent link: https://www.econbiz.de/10003761340
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Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard; Frederiksen, Per Houmann - In: Econometric reviews 24 (2005) 4, pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
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Finite sample properties of the two-step empirical likelihood estimator
Guggenberger, Patrik; Hahn, Jinyong - In: Econometric reviews 24 (2005) 3, pp. 247-263
Persistent link: https://www.econbiz.de/10003105594
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Bootstrapping a consistent nonparametric goodness-of-fit test
Fan, Yanqin - In: Econometric reviews 14 (1995) 3, pp. 367-382
Persistent link: https://www.econbiz.de/10001185180
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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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Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin; Tsay, Wen-jen - In: Econometric reviews 37 (2018) 6/10, pp. 744-759
Persistent link: https://www.econbiz.de/10012040407