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Generalization of M[x]-matrices : application to mathematical economics and econometrics
Ronner, Arjen E.; Sterken, Elmer - In: Economics letters 16 (1984) 3/4, pp. 321-326
Persistent link: https://www.econbiz.de/10002697782
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A Monte Carlo approach to compute the asymptotic standard errors of dynamic multipliers
Bianchi, Carlo; Calzolari, Giorgio; Corsi, Paolo - In: Economics letters 2 (1979) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10001915700
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Truncated means and variances
Burdett, Kenneth - In: Economics letters 52 (1996) 3, pp. 263-267
Persistent link: https://www.econbiz.de/10001212507
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Large deviation asymptotics for statistical treatment rules
Otsu, Taisuke - In: Economics letters 101 (2008) 1, pp. 53-56
Persistent link: https://www.econbiz.de/10003787463
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On assessing the precision of Stein's estimator : Received 2.1.1985
Chi, Xie Wen; Judge, George - In: Economics letters 18 (1985) 2/3, pp. 143-148
Persistent link: https://www.econbiz.de/10001997326
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The Information Matrix test : simplified calculation via a score test interpretation
Chesher, Andrew - In: Economics letters 13 (1983) 1, pp. 45-48
Persistent link: https://www.econbiz.de/10001997952
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Efficient specification tests for limited dependent variable models
Jarque, Carlos M.; Bera, Anil K. - In: Economics letters 9 (1982) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10003075233
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The number of weak orders : a comment
Elbers, Chris - In: Economics letters 13 (1983) 2/3, pp. 137-140
Persistent link: https://www.econbiz.de/10002119168
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Parameter orthogonalization and Bayesian inference with many instruments
Hahn, Jinyong; Hansen, Karsten T. - In: Economics letters 112 (2011) 2, pp. 207-209
Persistent link: https://www.econbiz.de/10009243323
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The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul - In: Economics letters 127 (2015), pp. 51-53
Persistent link: https://www.econbiz.de/10011382860