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Economics letters
Journal of econometrics
178
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38
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Ekonomika i matematičeskie metody
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1
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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2
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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3
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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4
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
Saved in:
5
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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6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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