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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
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An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon - In: Economics letters 60 (1998) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
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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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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki - In: Economics letters 92 (2006) 1, pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
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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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A generalized hazard rate
Kamien, Morton I.; Schwartz, Nancy L. - In: Economics letters 5 (1980) 3, pp. 245-249
Persistent link: https://www.econbiz.de/10002206343
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A score-type and a Hausman-type statistic based on nonsingular generalized inverses
Dastoor, Naorayex K. - In: Economics letters 81 (2003) 3, pp. 395-401
Persistent link: https://www.econbiz.de/10001835573
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Testing an hypothesis about differences in poverty estimated from grouped data
Kakwani, Nanak - In: Economics letters 46 (1994) 3, pp. 263-271
Persistent link: https://www.econbiz.de/10001172363
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Bayesian estimation and forecasting in non-linear models : application to an LSTAR model
Péguin-Feissolle, Anne - In: Economics letters 46 (1994) 3, pp. 187-194
Persistent link: https://www.econbiz.de/10001172375
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Response surface estimates of the KPSS stationarity test
Sephton, Peter S. - In: Economics letters 47 (1995) 3, pp. 255-261
Persistent link: https://www.econbiz.de/10001178228