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Wild bootstrapping variance ratio tests
Kim, Jae H. - In: Economics letters 92 (2006) 1, pp. 38-43
Persistent link: https://www.econbiz.de/10003336500
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Estimating labour market transitions and continuations using repeated cross sectional data
Brochu, Pierre - In: Economics letters 111 (2011) 1, pp. 84-87
Persistent link: https://www.econbiz.de/10009241333
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Small-sample inference with spatial HAC estimators
Dorn, Sabrina; Egger, Peter - In: Economics letters 125 (2014) 2, pp. 236-239
Persistent link: https://www.econbiz.de/10010505357
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A nonparametric approach to solving a simple one-sector stochastic growth model
Shaw, Philip - In: Economics letters 125 (2014) 3, pp. 447-450
Persistent link: https://www.econbiz.de/10010506516
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On the use of robust regression in econometrics
Baldauf, Markus; Silva, João Santos - In: Economics letters 114 (2012) 1, pp. 124-127
Persistent link: https://www.econbiz.de/10009517264
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Testing normality in econometric models
Kiefer, Nicholas M.; Salmon, Mark - In: Economics letters 11 (1983) 1/2, pp. 123-+127
Persistent link: https://www.econbiz.de/10002217977
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On the interpretation of the Cox test in econometrics
Fisher, Gordon; McAleer, Michael - In: Economics letters 4 (1979) 2, pp. 145-150
Persistent link: https://www.econbiz.de/10002160674
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The median of the maximum entropy distribution
Theil, Henri; O'Brien, Patricia C. - In: Economics letters 5 (1980) 4, pp. 345-347
Persistent link: https://www.econbiz.de/10002902371
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Further evidence on LIML/ME estimates
Meisner, James F. - In: Economics letters 6 (1980) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10002485664
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A risk evaluation of the maximum entropy correlation coefficients
Meisner, James F. - In: Economics letters 5 (1980) 4, pp. 335-338
Persistent link: https://www.econbiz.de/10002485667