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Frequency domain inference for univariate impule responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong; Liu, Xueyuan - In: Economics letters 219 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
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The block bootstrap test of Hausman's exogeneity in the presence of serial correlation
Li, Jing - In: Economics letters 91 (2006) 1, pp. 76-82
Persistent link: https://www.econbiz.de/10003315108
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A consistent bootstrap procedure for nonparametric symmetry tests
Henderson, Daniel J.; Parmeter, Christopher F. - In: Economics letters 131 (2015), pp. 78-82
Persistent link: https://www.econbiz.de/10011422658
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A simple and effective misspecification test for the double-hurdle model
Lucchetti, Riccardo; Pigini, Claudia - In: Economics letters 123 (2014) 1, pp. 75-78
Persistent link: https://www.econbiz.de/10010396534
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On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
Chau, Tak Wai - In: Economics letters 123 (2014) 3, pp. 333-335
Persistent link: https://www.econbiz.de/10010401303
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Non-linearity in the inflation-growth relationship in developing economies : evidence from a semiparametric panel model
Baglan, Deniz; Yoldas, Emre - In: Economics letters 125 (2014) 1, pp. 93-96
Persistent link: https://www.econbiz.de/10010504747
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A bootstrap test for jumps in financial economics
Hwang, Eunju; Shin, Dong-wan - In: Economics letters 125 (2014) 1, pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
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Horizon confidence sets
Fosten, Jack; Gutknecht, Daniel - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 667-692
Persistent link: https://www.econbiz.de/10012616872
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Interaction and quadratic effects in probit model with endogenous regressors
Zhou, Xianbo; Li, Heyang - In: Economics letters 198 (2021), pp. 1-3
Persistent link: https://www.econbiz.de/10012605797