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Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima - In: Economics letters 133 (2015), pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
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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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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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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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The effects of small sample bias in Threshold Autoregressive models
Ahmad, Yamin S. - In: Economics letters 101 (2008) 1, pp. 6-8
Persistent link: https://www.econbiz.de/10003787413
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Sample selection models with a common dummy endogeneous regressor in simultaneous equations : a simple two-step estimation
Kim, Kyoo Il - In: Economics letters 91 (2006) 2, pp. 280-286
Persistent link: https://www.econbiz.de/10003327884
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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
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Estimation of inequality indices of the cumulative distribution function
Abul Naga, Ramses H.; Stapenhurst, Christopher - In: Economics letters 130 (2015), pp. 109-112
Persistent link: https://www.econbiz.de/10011422439
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Estimation of a local-aggregate network model with sampled networks
Liu, Xiaodong - In: Economics letters 118 (2013) 1, pp. 243-246
Persistent link: https://www.econbiz.de/10009706805