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A note on bootstrapping unit root tests in the presence of a non-zero drift
Giersbergen, Noud P. A. van - In: Economics letters 78 (2003) 2, pp. 259-265
Persistent link: https://www.econbiz.de/10001728258
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Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong; Liu, Xueyuan - In: Economics letters 219 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
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Averaging estimators for kernel regressions
Liu, Chu-An - In: Economics letters 171 (2018), pp. 102-105
Persistent link: https://www.econbiz.de/10012021800
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Averaging estimators for discrete choice by M-fold cross-validation
Zhao, Shangwei; Zhou, Jianhong; Yang, Guangren - In: Economics letters 174 (2019), pp. 65-69
Persistent link: https://www.econbiz.de/10012121021
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Time series cross validation : a theoretical result and finite sample performance
Deng, Ai - In: Economics letters 233 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
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Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion
Zhou, Ruichao; Wu, Jianhong - In: Economics letters 232 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014464419
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Cross-validation for selecting the penalty factor in least squares model averaging
Fang, Fang; Yang, Qiwei; Tian, Wenling - In: Economics letters 217 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013465487