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Assessing the precision of turning point estimates in polynomial regression functions
Plassmann, Florenz; Khanna, Neha - In: Econometric reviews 26 (2007) 5, pp. 503-528
Persistent link: https://www.econbiz.de/10003549303
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True versus spurious long memory : some theoretical results and a Monte Carlo comparison
Leccadito, Arturo; Rachedi, Omar; Urga, Giovanni - In: Econometric reviews 34 (2015) 1/5, pp. 452-479
Persistent link: https://www.econbiz.de/10011373268
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Exact estimation of demand functions under block-rate pricing
Miyawaki, Koji; Omori, Yasuhiro; Hibiki, Akira - In: Econometric reviews 35 (2016) 1/4, pp. 311-343
Persistent link: https://www.econbiz.de/10011549934
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.; Koopman, Siem Jan; Ooms, Marius - In: Econometric reviews 35 (2016) 1/4, pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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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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Confidence intervals for impulse responses under departures from normality
Kilian, Lutz - In: Econometric reviews 17 (1998) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
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A test of normality using nonparametric residuals
Whang, Yoon-jae - In: Econometric reviews 17 (1998) 3, pp. 301-327
Persistent link: https://www.econbiz.de/10001247692
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Estimation and inference on long-run equilibria : a simulation study
Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84
Persistent link: https://www.econbiz.de/10001582455
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Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Coudin, Elise; Dufour, Jean-Marie - In: Econometric reviews 39 (2020) 8, pp. 763-791
Persistent link: https://www.econbiz.de/10012295580
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992