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Improved estimators of energy models
Adkins, Lee Chester - In: Energy economics 17 (1995) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10001178297
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Persistence in world energy consumption : evidence from subsampling confidence intervals
Fallahi, Firouz; Karimi, Mohammad; Voia, Marcel-Christian - In: Energy economics 57 (2016), pp. 175-183
Persistent link: https://www.econbiz.de/10011698314
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Convergence in energy consumption per capita across the US states, 1970-2013 : an exploration through selected parametric and non-parametric methods
Mohammadi, Hassan; Ram, Rati - In: Energy economics 62 (2017), pp. 404-410
Persistent link: https://www.econbiz.de/10011748209
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BVAR as a category management tool : an illustration and comparison with alternative techniques
Curry, David J. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000885243
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Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000887142
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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835
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The interpretability of LMS and LTS residual plots
McKean, Joseph W.; Sheather, Simon J.; Hettmansperger, … - 1994
Persistent link: https://www.econbiz.de/10000896823
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A comparison of confidence intervals from R-estimators in regression
George, Karen J. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000896829
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Fast computation of multivariate Kernel estimators
Wand, M. P. - 1993
Persistent link: https://www.econbiz.de/10000856167
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On the accuracy of binned kernel density estimators
Hall, Peter; Wand, M. P. - 1993
Persistent link: https://www.econbiz.de/10000859369