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GLS-detrending and regime-wise stationarity testing in small samples
Lopez, Claude - In: Economics letters 104 (2009) 2, pp. 99-101
Persistent link: https://www.econbiz.de/10003870503
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Persistence under temporal aggregation and differencing
Hassler, Uwe - In: Economics letters 124 (2014) 2, pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
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Randomized response and the binary probit model
Ronning, Gerd - In: Economics letters 86 (2005) 2, pp. 221-228
Persistent link: https://www.econbiz.de/10002584417
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Conditional independence in sample selection models
Angrist, Joshua D. - In: Economics letters 54 (1997) 2, pp. 103-112
Persistent link: https://www.econbiz.de/10001222072
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The distribution of the Theil U-statistic in bivariate normal populations
Mizrach, Bruce Marshall - In: Economics letters 38 (1992) 2, pp. 163-167
Persistent link: https://www.econbiz.de/10001122956
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Monte Carlo sampling procedure and Bayesian encompassing tests : normal case
Bouoiyour, Jamal - In: Economics letters 38 (1992) 2, pp. 127-132
Persistent link: https://www.econbiz.de/10001122966
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Sampling variability in Hansen-Jagannathan bounds
Gregory, Allan W. - In: Economics letters 38 (1992) 3, pp. 263-267
Persistent link: https://www.econbiz.de/10001123559
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The sample spectrum of time series with trading day variation
MacNulty, Mark S. - In: Economics letters 31 (1989) 4, pp. 367-370
Persistent link: https://www.econbiz.de/10001080235
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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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Small sample properties of simultaneous error components models
Mátyás, László - In: Economics letters 32 (1990) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10001080486