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Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
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Finite state Markov chain approximations to univariate and vector autoregressions
Tauchen, George Eugene - In: Economics letters 20 (1986) 2, pp. 177-181
Persistent link: https://www.econbiz.de/10001008731
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Repeated stochastic tree problems
Ye, Meng-hua - In: Economics letters 20 (1986) 2, pp. 117-119
Persistent link: https://www.econbiz.de/10001008744
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Predicted and actual frequencies in binomial response models
Lien, Da-hsiang Donald - In: Economics letters 20 (1986) 1, pp. 49-51
Persistent link: https://www.econbiz.de/10001008793
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Moments of ordered bivariate log normal distributions
Lien, Da-hsiang Donald - In: Economics letters 20 (1986) 1, pp. 45-47
Persistent link: https://www.econbiz.de/10001008794
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Estimating the variability of the Stein estimator by bootstrap
Yi, Gang - In: Economics letters 37 (1991) 3, pp. 293-298
Persistent link: https://www.econbiz.de/10001114214
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A grouped data semiparametric competing risks model with nonparametric unobserved heterogeneity and mover-stayer structure
Moon, Choon-geol - In: Economics letters 37 (1991) 3, pp. 279-285
Persistent link: https://www.econbiz.de/10001114216
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Parametric models for partially adaptive estimation with skewed and leptokurtic residuals
McDonald, James B. - In: Economics letters 37 (1991) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10001114218
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A rare events model : Monte Carlo results on sample design and large sample guidance
Hiemstra, Craig - In: Economics letters 37 (1991) 3, pp. 255-263
Persistent link: https://www.econbiz.de/10001114222
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The iterative law of expectation and non-additive probability measure
Yoo, Keuk-ryoul - In: Economics letters 37 (1991) 2, pp. 145-149
Persistent link: https://www.econbiz.de/10001114361